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Add Robust LSQ support to solver #105

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talassio opened this issue Jan 22, 2021 · 0 comments
Open

Add Robust LSQ support to solver #105

talassio opened this issue Jan 22, 2021 · 0 comments
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@talassio
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Add robust regression implicit sublinear function to callbacks.

It seems fairly easy to attach to the already existing callbacks a hook to add support for implicitly adding robustness functions.
Added to RC3 enhancements

Source: https://scipy-cookbook.readthedocs.io/items/robust_regression.html
Reference: https://link.springer.com/chapter/10.1007%2F3-540-44480-7_21 sec on robust opt.

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