Struct L1Term 

pub struct L1Term {
    pub costs: Vec<f64>,
    pub anchor: Vec<f64>,
}

A piecewise-linear proportional cost sum_i costs[i] * |x[i] - anchor[i]| added to the smooth objective (for portfolios: exact L1 turnover around the previous weights).

Costs must be non-negative. The term is handled by a dedicated soft-threshold proximal block inside the solver, so it never grows the SMW-reduced dimension — unlike an epigraph reformulation, which would add (2n) general constraint rows (see docs/algorithm.md §4).

Fields

costs: Vec<f64>

Non-negative per-variable cost coefficients (c).

anchor: Vec<f64>

Anchor point (a) the absolute deviations are measured from.

Implementations

impl L1Term

pub fn evaluate(&self, x: &[f64]) -> f64

Evaluates sum_i costs[i] * |x[i] - anchor[i]|.

Trait Implementations

impl Clone for L1Term

fn clone(&self) -> L1Term

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for L1Term

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for L1Term

fn eq(&self, other: &L1Term) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for L1Term