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External packages needed:
* CVXPY is required for all scripts
* Install Spearmint
* Biopython is required to run the colitis data analysis. Also need to download
     * the geneset data from Molecular Signatures Database
     * GDS1615 from the Gene Expression Omnibus database

Create folders:
* In this directory, create
  * spearmint_descent directory
  * results directory
  * For each example, it will need its own results folder:
      * e.g. results/matrix_completion_groups/tmp
  * To run the Colitis data example, create a realdata directory and put the downloaded
      data into this directory

Section 3 results were generated as follows:
* Elastic Net:
* Sparse group lasso:
* Sparse Additive models:

Section 4 results were generated as follows:

By default, the code solves the joint optimization problem via gradient descent.
Specify different solvers (grid search, Spearmint, and nelder-mead) and problem settings via command options.
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