Comments (1)
bnaras
commented on August 27, 2024
The solvers all deal with doubles and so anything ~1e-15 is effectively zero. So you can set a zero threshold and force the solution components that are this small in absolute value to be zero upon return from CVXR.
But the larger point is that this is solver behavior. Some solvers like glmnet use active sets, where the coefficients for variables not in the active set are directly set to zero. Other solvers, of course, work differently.
The natural follow-up is then: can a solver like glmnet be used with CVXR? Yes, in the experiments we have done. But no promises yet.
from cvxr.
Related Issues (20)
- Solving SDP problem with cvx - difference between MATLAB and R solution HOT 1
- Need better handling of GUROBI solver error
- Problem does not follow GDP rules
- Problem does not follow DCP rules when using large number
- Minimize() and Maximize() prompt "illegal operation" HOT 2
- GLPK_MI, feasible solution, error: "the condition has length > 1" HOT 1
- wrong link in homepage HOT 1
- xpress support
- Wrong table about SCS and QP in homepage HOT 7
- Solver specific variables in CVXR::solve
- Please revisit the License file HOT 1
- Applying reduction GLPK_MI appears to be in an infinite loop HOT 3
- Reproducing glmnet results runs into issues with indicator variables and ultrasparse lambdas HOT 3
- Problem with nested optimization functions HOT 2
- Issue installing CVXR
- Inaccurate timing results HOT 1
- How to use CVXR variable in Rcpp? The S4 object cannot multiply an int cause an error in Rcpp. HOT 2
- mac mini m1 silicon --- try the catenary example HOT 1
- Code that previously worked now does not follow DCP rules HOT 1
- Gurobi and TimeLimit HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from cvxr.