Demos and Examples

This section contains complete, runnable examples demonstrating how to use rlaopt to solve various optimization problems.

• Lasso Regression
  • Problem Setup
  • Building the Problem
  • Solving the Problem
  • Results
  • Complete Code
  • Notes
• Elastic Net Regression
  • Problem Setup
  • Building the Objective
  • Solving
• Basic Solver Usage
  • Simple Quadratic Problem

Lasso Regression

The Lasso Regression example shows how to solve a Lasso regression problem, which combines least squares with L1 regularization.

Elastic Net

The Elastic Net Regression example demonstrates solving an Elastic Net problem, which combines L1 and L2 regularization.

Basic Solver Usage

The Basic Solver Usage example provides a simple introduction to using rlaopt solvers.