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FEAT add FISTA solver #89

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mathurinm opened this issue Oct 12, 2022 · 2 comments · Fixed by #91
Closed

FEAT add FISTA solver #89

mathurinm opened this issue Oct 12, 2022 · 2 comments · Fixed by #91
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@PABannier
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enhancement New feature or request

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@mathurinm
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could be useful for the SLOPE penalty
@mathurinm mathurinm added the enhancement New feature or request label Oct 12, 2022
@PABannier
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A POC for FISTA is done in #4 . We could start a fresh PR and extract the FISTA lines from #4 .

@mathurinm
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Great idea, go for it !

@PABannier PABannier self-assigned this Oct 12, 2022
@PABannier PABannier mentioned this issue Oct 12, 2022
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ENH Add FISTA solver PABannier/skglm
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@mathurinm @PABannier