Package parsimony :: Package algorithms :: Module primaldual
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Module primaldual

source code

The :mod:`parsimony.algorithms.primaldual` module includes algorithms that exploit primal-dual techniques to minimises an explicitly given loss function.

Algorithms may not store states. I.e., if they are classes, do not keep references to objects with state in the algorithm objects. It should be possible to copy and share algorithms between e.g. estimators, and thus they should not depend on any state.

Created on Wed Jun 4 15:34:42 2014

Copyright (c) 2013-2014, CEA/DSV/I2BM/Neurospin. All rights reserved.


Author: Tommy Löfstedt

License: BSD 3-clause.

Classes [hide private]
  ExcessiveGapMethod
Nesterov's excessive gap method for strongly convex functions.
Variables [hide private]
  __package__ = 'parsimony.algorithms'