- Companion
- class
Type members
Classlikes
Proximal modifications to Primal algorithm for scaled ADMM formulation AdmmObj(x, u, z) = f(x) + rho/2*||x - z + u||2 dAdmmObj/dx = df/dx + rho*(x - z + u)
Proximal modifications to Primal algorithm for scaled ADMM formulation AdmmObj(x, u, z) = f(x) + rho/2*||x - z + u||2 dAdmmObj/dx = df/dx + rho*(x - z + u)
Types
Value members
Concrete methods
A compansion object to generate projection based minimizer that can use SPG/PQN as the solver
A compansion object to generate projection based minimizer that can use SPG/PQN as the solver
- Value Params
- constraint
one of the available constraint, possibilities are x>=0; lb<=x<=ub;aeq*x = beq; 1'x = s, x >= 0; ||x||1 <= s
- lambda
the regularization parameter for most of the constraints
- ndim
the problem dimension
- Returns
FirstOrderMinimizer to optimize on f(x) and proximal operator
A subset of proximal operators can be represented as Projection operators and for those operators, we give an option to the user to choose a projection based algorithm. The options available for users are SPG (Spectral Projected Gradient) and PQN (Projected Quasi Newton)
A subset of proximal operators can be represented as Projection operators and for those operators, we give an option to the user to choose a projection based algorithm. The options available for users are SPG (Spectral Projected Gradient) and PQN (Projected Quasi Newton)
- Value Params
- proximal
operator that defines proximal algorithm
- Returns
FirstOrderMinimizer to optimize on f(x) and proximal operator