panel.simplex_least_squares_fw

Guide & worked example · Source

panel.simplex_least_squares_fw(
    A,
    b,
    zeta=0.0,
    intercept=True,
    x0=None,
    min_decrease=1e-08,
    maxiter=1000,
)

Minimize ||Ax-b||^2 + zeta^2 n ||x||^2 over simplex by Frank-Wolfe.