Struct ProximalOperator 

pub struct ProximalOperator {
    pub lambda: f64,
}

A proximal operator parameterised by a regularisation strength lambda.

Fields

lambda: f64

Regularisation strength λ > 0.

Implementations

impl ProximalOperator

pub fn new(lambda: f64) -> Self

Create a new proximal operator with the given lambda.

pub fn prox_l1(&self, x: f64) -> f64

Apply the L1 (soft-thresholding) proximal operator: prox_{λ|·|}(x).

pub fn prox_l2_sq(&self, x: f64) -> f64

Apply the L2-squared proximal operator: prox_{λ||·||²/2}(x).

pub fn prox_huber_val(&self, x: f64, delta: f64) -> f64

Apply the Huber proximal operator with delta parameter.

pub fn prox_box_indicator(&self, x: f64, lo: f64, hi: f64) -> f64

Apply the indicator proximal operator for the box [lo, hi].

The proximal map of the indicator function of a convex set is just the projection onto that set.

pub fn prox_l1_vec(&self, x: &[f64]) -> Vec<f64>

Apply the L1 proximal operator elementwise to a vector.

pub fn prox_l2_sq_vec(&self, x: &[f64]) -> Vec<f64>

Apply the L2-squared proximal operator elementwise to a vector.

Trait Implementations

impl Clone for ProximalOperator

fn clone(&self) -> ProximalOperator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ProximalOperator

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

Formats the value using the given formatter.