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  1. 1dL1

    A simple 1-D LASSO regression method for problems of the form: min_beta || beta x - y ||_1.


  2. pdco_l1tf

    An L-1 "trend filter" wrapper for Stanford SOL lab's PDCO interior point solver.


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  4. svm_snopt

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  5. snopt_extras

    "Extras" I've found useful working with the SNOPT optimization software.


  6. knitro_extras

    Some extras useful when working with the KNITRO optimization software.


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June 2017

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