[Numpy-discussion] routine for linear least norms problems with specifiable accuracy

2012-07-16 Thread Dmitrey
hi all, I have wrote a routine to solve dense / sparse problems min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1 + beta2 * ||x||^2} with specifiable accuracy fTol 0: abs(f-f*) = fTol (this parameter is handled by solvers gsubg and maybe amsg2p, latter requires known

Re: [Numpy-discussion] routine for linear least norms problems with specifiable accuracy

2012-07-16 Thread Henry Gomersall
On Mon, 2012-07-16 at 20:35 +0300, Dmitrey wrote: I have wrote a routine to solve dense / sparse problems min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1 + beta2 * ||x||^2} with specifiable accuracy fTol 0: abs(f-f*) = fTol (this parameter is handled by solvers gsubg

Re: [Numpy-discussion] routine for linear least norms problems with specifiable accuracy

2012-07-16 Thread Dmitrey
: Re: [Numpy-discussion] routine for linear least norms problems with specifiable accuracy On Mon, 2012-07-16 at 20:35 +0300, Dmitrey wrote: I have wrote a routine to solve dense / sparse problems min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1 + beta2 * ||x||^2