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ProxableFunction

oxilean_std::convex_optimization::functions

Trait ProxableFunction 

Source 
pub trait ProxableFunction: ConvexFunction {
    // Required method
    fn prox(&self, v: &[f64], t: f64) -> Vec<f64>;
}
Expand description

Trait for functions with a computable proximal operator.

Required Methods§

Source

fn prox(&self, v: &[f64], t: f64) -> Vec<f64>

prox_{t·self}(v) = argmin_x { self(x) + 1/(2t) ‖x-v‖² }.

Implementors§