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ENH use Xw - y instead of y - Xw as dual point #246

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mathurinm opened this issue Apr 26, 2022 · 1 comment
Open

ENH use Xw - y instead of y - Xw as dual point #246

mathurinm opened this issue Apr 26, 2022 · 1 comment

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

@Badr-MOUFAD
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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

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