ADMM()
ADMM
FISTA()
FISTA
PN()
Proximal Newton
getBenchmarks()
Runs all the solvers on (x, y) training data with SLOPE parameter alpha, prints the total time in each case, and returns the merged data frame.
mergeFits()
Merges all the fits and returns a single dataframe containing the base 10 log of loss, time and iteration of all the solver fits provided.
randomProblem()
Code borrowed from SLOPE package for generating datasets