Elastic-Net Penalty

Compute the elastic-net penalty of a weight vector: an L1 term with strength l1 plus an L2 term with strength l2, where the L2 term carries a factor $\frac{1}{2}\backslash tfrac12$.

Implement solve(w,l1,l2).

Returns. Return a non-negative float $l_1{\sum }_j\mathrm{\mid }{w}_j\mathrm{\mid }+\frac{1}{2}{l}_2{\sum }_j{w}_j^2\backslash ;l\_1\backslash sum\_j|w\_j|+\backslash tfrac12\; l\_2\backslash sum\_j\; w\_j^2$.

Examples

Example 1

Input:

solve([1.0, -2.0], 0.1, 0.2)

Output:

0.8

Example 2

Input:

solve([0.0, 0.0, 0.0], 1.0, 1.0)

Output:

0.0