[ENH] - more solvers to be added (Grafting + Subgradient)

[josephsalmon]

In the paper "Least Squares Optimization with L1-Norm Regularization" https://www.cs.ubc.ca/~schmidtm/Documents/2005_Notes_Lasso.pdf
Mark himdtm provided a large list of (possibly old) lasso solvers, with implementation in matlab: https://www.cs.ubc.ca/~schmidtm/Software/lasso.html
Some of them could be ported to Python (or even Julia), at least for the penalized version :

• Grafting : https://www.jmlr.org/papers/volume3/perkins03a/perkins03a.pdf

• SubGradient

in particular.
This mostlikely would be for historical comparison, not expecting the solver to be state-of-the-art.