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Definition of distance-generating functions and norms.

Functions

Computes the dual of some $norm$.

Euclidean norm.

Mahalanobis distance square. This norm is $1$-strongly convex and $1$-Lipschitz smooth.

Manhattan norm.

Manhattan norm scaled with switching costs.

Negative entropy. $1 / (2 \ln 2)$-strongly convex and $1 / (\delta \ln 2)$-smooth in the $\delta$-interior of the simplex where dimensions sum to $1$. For the $\ell_1$ norm.

Norm squared. $1$-strongly convex and $1$-Lipschitz smooth for the Euclidean norm and the Mahalanobis distance.

Type Definitions

Distance-generating function.

Norm function. Its definition is equivalent to that of a distance-generating function.