get_lipshitz() used in examples but missing from the current code

Hello,

I wanted to reproduce http://copt.bianp.net/auto_examples/plot_overlapping_group_lasso.html as I am looking for latent group lasso implementation in python.

In the step size calculation there is get_lipshitz() function missing from the current code. Could you please help me to get around that ?

Thanks,
Joanna