proximal

Type Members

1. class NonlinearMinimizer extends SerializableLogging

   NonlinearMinimizer solves the problem that has the following structure minimize f(x) + g(x)

2. case class ProjectBox(l: DenseVector[Double], u: DenseVector[Double]) extends Proximal with Product with Serializable

3. case class ProjectEquality(Aeq: DenseMatrix[Double], beq: DenseVector[Double]) extends Proximal with Product with Serializable

4. case class ProjectHyperPlane(a: DenseVector[Double], b: Double) extends Proximal with Product with Serializable

5. case class ProjectIdentity() extends Proximal with Product with Serializable

6. case class ProjectL1(s: Double) extends Proximal with Product with Serializable

   Projection formula from Duchi et al's paper Efficient Projections onto the l1-Ball for Learning in High Dimensions

7. case class ProjectPos() extends Proximal with Product with Serializable

8. case class ProjectProbabilitySimplex(s: Double) extends Proximal with Product with Serializable

9. case class ProjectSoc() extends Proximal with Product with Serializable

10. trait Proximal extends AnyRef

11. case class ProximalHuber() extends Proximal with Product with Serializable

12. case class ProximalL1(lambda: Double = 1.0) extends Proximal with Product with Serializable

13. case class ProximalL2() extends Proximal with Product with Serializable

14. case class ProximalLinear(c: DenseVector[Double]) extends Proximal with Product with Serializable

15. case class ProximalLogBarrier() extends Proximal with Product with Serializable

16. case class ProximalLp(c: DenseVector[Double]) extends Proximal with Product with Serializable

17. case class ProximalSumSquare() extends Proximal with Product with Serializable

18. class QuadraticMinimizer extends SerializableLogging

    Proximal operators and ADMM based Primal-Dual QP Solver