entropyup/convex_optimization

This is a homework of convex_optimization which implements almost all solutions of LASSO and some solutions of LP, such as cvxpy, gurobi, mosek, gradient descent, proximal primal problem, smoothed primal problem, FISTA, Nesterov second, ADMM and so on. Currently I completed the Chinese 'README', but in the near future, I will try to write an English version.

PythonGPL-3.0