acristofari / as-l1 Star 1 Code Issues Pull requests Solver for minimization problems over the l1-ball optimization lasso constrained-optimization logistic-regression optimization-methods optimization-algorithms first-order-methods l1-norm sparse-optimization l1-ball active-set-methods Updated Apr 9, 2022 MATLAB
leotau2018 / DGASS_CODE Star 1 Code Issues Pull requests Proximal Gradient/Semismooth Newton Methods for Projection onto a Polyhedron via the Duality-Gap-Active-Set Strategy proximal-gradient-method active-set-methods polyhedral-projection semismooth-newton-method duality-gap-active-set Updated Feb 11, 2024 MATLAB
acristofari / as-zsl Star 1 Code Issues Pull requests Solver for lasso problems with zero-sum constraint lasso decomposition-methods active-set-methods constrained-lasso Updated Jul 26, 2024 C++
leotau2018 / AASA_CODE Star 0 Code Issues Pull requests An accelerated active‑set algorithm for a quadratic semidefinite program with general constraints semidefinite-programming matrix-approximation second-order-optimization matrix-estimation active-set-methods financial-risk-management Updated Feb 11, 2024 MATLAB
acristofari / asa-bcp Star 0 Code Issues Pull requests Solver for bound-constrained optimization problems with a twice continuously differentiable objective function optimization optimization-methods optimization-algorithms truncated-newton-method second-order-methods active-set-methods bound-constrained-problems box-constrained-problems Updated Apr 9, 2022 C++