parsimony.functions.properties.ProximalOperator

Class ProximalOperator

object --+ | ProximalOperator

Nested Classes

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__metaclass__
Metaclass for defining Abstract Base Classes (ABCs).

Instance Methods

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prox(self, x, factor=1.0, eps=5e-08, max_iter=100, index=0)
The proximal operator corresponding to the function.

source code

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __init__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Class Variables

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__abstractmethods__ = frozenset(['prox'])

_abc_cache = <_weakrefset.WeakSet object at 0x30b1990>

_abc_negative_cache = <_weakrefset.WeakSet object at 0x30b1a10>

_abc_negative_cache_version = 10

_abc_registry = <_weakrefset.WeakSet object at 0x30b18d0>

Properties

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Inherited from object: __class__

prox(self, x, factor=1.0, eps=5e-08, max_iter=100, index=0)

source code

The proximal operator corresponding to the function.

Parameters
----------
x : Numpy array (p-by-1). The point at which to apply the proximal
        operator.

factor : Positive float. A factor by which the Lagrange multiplier is
        scaled. This is usually the step size.

eps : Positive float. This is the stopping criterion for inexact
        proximal methods, where the proximal operator is approximated
        numerically.

max_iter : Positive integer. This is the maximum number of iterations
        for inexact proximal methods, where the proximal operator is
        approximated numerically.

index : Non-negative integer. For multivariate functions, this
        identifies the variable for which the proximal operator is
        associated.

Decorators:

@abc.abstractmethod