I am currently using CVXR to develop Lasso results. I am using the “SCS” solver and see that it goes through 5000 iterations. Is it possible to see the results of each of these iterations? I am hoping to develop a plot from the results.
Presuming that you are referring to CVXR, which is a CVX-inspired package running under R, that is a different tool than CVX, which runs under MATLAB, and is the subject of this forum. It is kind of confusing that CVX’s website is at the domain cvxr.com (which predates the CVXR package).