Patrik Waldmann comments

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                                            Patrik Waldmann

Documentation: expand sparse least squares example to other algorithms (Douglas-Rachford)

It seems as if ProximalAlgorithms.DRLS(tol = 10 * TOL, directions=acc) doesn't care about the values of the tol parameter.

Documentation: expand sparse least squares example to other algorithms (Douglas-Rachford)

It's a rather large data set, can I send it by email? I have tested your test_small_lasso.jl and DRLS works fine on that small data, but not on my larger...

Documentation: expand sparse least squares example to other algorithms (Douglas-Rachford)

[test_lasso.zip](https://github.com/JuliaFirstOrder/ProximalAlgorithms.jl/files/8344452/test_lasso.zip)

Missing distributions list

The Bates distribution: https://en.wikipedia.org/wiki/Bates_distribution

Matrix infinity norm over rows

Yes you're right. However, I cannot get it to work: ``` using StructuredOptimization #Simulated data (n observations, p variables, tr truevariables, sig error) n, p, q, tr_p1, tr_p2, sig =...

Matrix infinity norm over rows

Are you planning to implement support for ```opnorm```?

FTRL optimizer

I leave that to a more initiated developer.