Continuous Optimisation Towards Best Subset Selection // Best subset selection in generalised linear models via continuous optimisation. Reformulates the NP-hard discrete subset selection problem as a continuous optimisation over the hypercube [0,1]^p, solved via a Frank-Wolfe homotopy algorithm with closed-form ridge inner solves. Supports linear (Gaussian), binary logistic, and multinomial regression. For methodological details see Moka, Liquet, Zhu and Muller (2024) doi:10.1007/s11222-024-10387-8 and Mathur, Liquet, Muller and Moka (2026) doi:10.48550/arXiv.2603.21952.