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I am using this package to estimate a lasso that is a polynomial of x1 and x2 but is constrained to be monotone in both x1 and x2. Even for a simple second-order polynomial (y=b_0 + b_1 x_1 + b_2 x_2 + b_3 x_1 x_2 + b_4 x_1^2 + b_5 x_2^2), I consistently get "Problem status Error; solution may be inaccurate" and "Problem status Suboptimal; solution may be inaccurate." Is this intended? I would have expected the algorithms to perform well on such a simple problem. The output shapes of the given solution do appear monotone and appear to have reasonable shape, but I want to know if there is more I can do to ensure that I am finding the best solution. Thank you!
The text was updated successfully, but these errors were encountered:
I am using this package to estimate a lasso that is a polynomial of x1 and x2 but is constrained to be monotone in both x1 and x2. Even for a simple second-order polynomial (y=b_0 + b_1 x_1 + b_2 x_2 + b_3 x_1 x_2 + b_4 x_1^2 + b_5 x_2^2), I consistently get "Problem status Error; solution may be inaccurate" and "Problem status Suboptimal; solution may be inaccurate." Is this intended? I would have expected the algorithms to perform well on such a simple problem. The output shapes of the given solution do appear monotone and appear to have reasonable shape, but I want to know if there is more I can do to ensure that I am finding the best solution. Thank you!
The text was updated successfully, but these errors were encountered: