Add a "positive" argument to SGDClassifier

[lstmemery]

ElasticNet contains a positive argument that constrains coefficients to positive numbers or 0. There is no equivalent in SGDClassifier. I would like to attempt to add it.

[jnothman]

I'm not sure this is straightforward for gradient methods.

[agramfort]

it is not more problematic than adding an L1 norm. It makes the regularization non-smooth but it should work.