Hello,
I think there is a minor mistake in this section of the tutorial. Although it mentions performing a quadratic L2 parsimonious analysis, the code remains the same as for the L1 analysis.
Shouldn't it be more like this :
l2_result = parsimonious_optimized_values(
c;
objective = c.objective.value,
parsimonious_objective = squared_sum_value(c.in_exchanges),
objective_value,
tolerances,
optimizer = HiGHS.Optimizer,
output = c.in_exchanges,
)
Instead of this :
parsimonious_objective = sum_value(c.in_exchanges),