Optimizing over a matrix of parameters.

[bakerhassan]

For the least square problem $argmin_B | F - BX|_2^2 +\lambda \sum_l{B_l}$, where $F,X \in \mathbb{R}^{n \times k}, B in \mathbb{R}^{n\times n}, B_l \in \mathbb{R}^{n,n_l}$, I used to break it into $n$ different equations. If $n$ is high that would take too much time to solve. It would be better if the frameowork supports optimizing over the matrix $B$ at once. If it is doable based on the current work, I am happy to contribute but is there something I need to know before doing it?

[welcome]

👋 Thanks for opening your first issue here! We appreciate your help making groupyr better.