Seeking advice on contributing to Julia: A faster Lasso solver

When implementing a specific, mostly standalone algorithm, I think it is best to put it in a small package, well-tested, documented, with a very lightweight interface.

This has the following advantages:

  1. the code should remain functional work a long time, because of the simple setup, and should be easy to update when needed,
  2. multiple packages can make use of it, possibly incorporating the algorithm into their own interface via a wrapper. All will benefit from improvements, and consequently the motivation to contribute increases.
  3. if a particular dependent project is abandonned, your algorithm implementation will continue to be around (as opposed to having to be excavated from a complex and abandonned codebase).
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