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ENH use Xw - y instead of y - Xw as dual point

Open mathurinm opened this issue 2 years ago • 1 comments

This is the classic Fenchel-Rockafellar primal dual link. It will be easier to check the maths, notably in the enet case.

mathurinm avatar Apr 26 '22 18:04 mathurinm

I think we better stick with the convention y-Xw. It is adopted entirely in code, plus all [my] the established equations follow it. So, there are no conflicts between what is implemented in the solver and the [new] equations.

P.S: refer to the maths snippets

Badr-MOUFAD avatar May 13 '22 11:05 Badr-MOUFAD