cr.sparse.cvx.spgl1.solve_lasso_jit

cr.sparse.cvx.spgl1.solve_lasso_jit(A, b, tau, options=SPGL1Options(bp_tol=1e-06, ls_tol=1e-06, opt_tol=0.0001, dec_tol=0.0001, gamma=0.0001, alpha_min=1e-16, alpha_max=100000.0, memory=3, max_matvec=100000, max_iters=100), tracker=<function noop_tracker>)

Solves the LASSO problem using SPGL1 algorithm

Parameters

• b (Array) –

• tau (float) –

• options (SPGL1Options) –