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L2 reg problem #253

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Luke-Pratley
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Adding forward backward and primal dual solvers for the unconstrained and constrained l2 problems.

Should really add primal dual for unconstrained l1 and l2 problem.

Need to add tests in principle for these solvers (even though the underlying algos have tests that they converge)

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codecov-io commented Oct 24, 2019

Codecov Report

Merging #253 into development will decrease coverage by 0.33%.
The diff coverage is n/a.

Impacted file tree graph

@@               Coverage Diff               @@
##           development     #253      +/-   ##
===============================================
- Coverage        94.91%   94.58%   -0.34%     
===============================================
  Files               66       66              
  Lines             3619     3619              
===============================================
- Hits              3435     3423      -12     
- Misses             184      196      +12
Impacted Files Coverage Δ
cpp/sopt/proximal.h 100% <ø> (ø) ⬆️
cpp/sopt/wavelets/wavelet_data.cc 93.48% <0%> (-5.59%) ⬇️

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@CosmoMatt CosmoMatt left a comment

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@Luke-Pratley if you're happy this works then I don't see any obvious issues. Have you got an example of how someone would call this in practise?

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Seems fine @Luke-Pratley

@CosmoMatt CosmoMatt merged commit f9ab56a into astro-informatics:development Nov 1, 2019
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3 participants