ENH add support for L1 + L2 regularization in SparseLogisticRegression

[mathurinm]

Currently we only support L1 in logreg: https://contrib.scikit-learn.org/skglm/generated/skglm.SparseLogisticRegression.html

We could introduce a second regularization parameter corresponding to a squared L2 regularisation, like ElasticNet is to Lasso

@PascalCarrivain would you give it a try ?

[PascalCarrivain]

Ok, why not.