Add l1 solver #144
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Add l1 solver #144
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Thank you very much for your PR, Dylan! We'll have a look at it and get back to you. |
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Once #145 is merged, we can re-run the tests here and review this PR. |
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Just merged #145 . This PR seems great, and I love the mosek/scs behaviour. Let's make sure the tests run (we may hit some merge problems too) |
sgsellan
approved these changes
Nov 22, 2024
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Introduces an l1 solver which reduces a problem with an l1 + quadratic term + linear objective and linear / fixed constraints to a conic problem, and then solves with SCS (under MIT license) or MOSEK (if it is fully installed and licensed).