Using R, I can only find tools for performing L1 and/or L2 regularized linear regression (lars, glmnet) and tools for constrained linear regression (quadprog , or lsei {limSolve} , where the inequality and equality constraints can be only given in the form Ax = b , Gx <= h).
It seems inutitive for me that the possibility of combining both should be required very oft when solving specific regression problems, but so far I havent been able to do it.
Instead of providing information on my specific set of constraints and algebraic system, I´d be interested to know if this is a problem I can actually solve using the above mentioned packages? Are there any packages at all in R built for both parameter regularization and specific parameter penalties?
Update: For better understanding: I am not trying to combine different regularization methods (like in elastic net), nor trying to combine different parameter constraints. My goal is to combine regularization with specific coefficient constraints, so for example:
Find the most sparse solution (penalizing absolute values through LASSO) of a linear regression y = bx which satisfy the coefficient constraints bA < h for some given matrix A and threshold h.
min($\parallel$ $\beta$x-y$\parallel_2^2$ + $\lambda$ $\mid$ $\beta$ $\mid_1$ ), s.t $\beta$ A $\leqslant$ h