Create your own GitHub profile
Sign up for your own profile on GitHub, the best place to host code, manage projects, and build software alongside 28 million developers.Sign up
A simple 1-D LASSO regression method for problems of the form: min_beta || beta x - y ||_1.
An L-1 "trend filter" wrapper for Stanford SOL lab's PDCO interior point solver.
Routine for estimating Multinomial Logit (MNL) models using the SNOPT software (not included here).
Support Vector Machine estimation routines using SNOPT (not included here)
"Extras" I've found useful working with the SNOPT optimization software.
Some extras useful when working with the KNITRO optimization software.
24 contributions in the last year
July - August 2018
Created an issue in cvxgrp/cvxpy that received 5 comments
I get an error about
cvxpy.Parameter objects being initialized with an unexpected keyword argument, "sign". This must be some kind of install error.