optimiz-rs/docs/source/api/sparse.md

API: Sparse Optimization

sparse_pca_py

from optimizr import sparse_pca_py

components = sparse_pca_py(
    X,
    n_components=3,
    l1_ratio=0.2,
)

• X: 2D NumPy array
• Returns component matrix (n_components, n_features)

box_tao_decomposition_py

from optimizr import box_tao_decomposition_py
solution = box_tao_decomposition_py(X)

elastic_net_py

from optimizr import elastic_net_py
coeffs = elastic_net_py(X, y, l1_ratio=0.3, alpha=0.01)