Huber-class: The Huber class.

In anqif/CVXR: Disciplined Convex Optimization

The Huber class.

Description

This class represents the elementwise Huber function, Huber(x, M = 1)

2M|x|-M^2

for |x| \geq |M|

|x|^2

for |x| \leq |M|.

Usage

Huber(x, M = 1)

## S4 method for signature 'Huber'
to_numeric(object, values)

## S4 method for signature 'Huber'
sign_from_args(object)

## S4 method for signature 'Huber'
is_atom_convex(object)

## S4 method for signature 'Huber'
is_atom_concave(object)

## S4 method for signature 'Huber'
is_incr(object, idx)

## S4 method for signature 'Huber'
is_decr(object, idx)

## S4 method for signature 'Huber'
is_quadratic(object)

## S4 method for signature 'Huber'
get_data(object)

## S4 method for signature 'Huber'
validate_args(object)

## S4 method for signature 'Huber'
.grad(object, values)

Arguments

x	An Expression object.
M	A positive scalar value representing the threshold. Defaults to 1.
object	A Huber object.
values	A list of numeric values for the arguments
idx	An index into the atom.

Methods (by generic)

• to_numeric(Huber): The Huber function evaluted elementwise on the input value.

• sign_from_args(Huber): The atom is positive.

• is_atom_convex(Huber): The atom is convex.

• is_atom_concave(Huber): The atom is not concave.

• is_incr(Huber): A logical value indicating whether the atom is weakly increasing.

• is_decr(Huber): A logical value indicating whether the atom is weakly decreasing.

• is_quadratic(Huber): The atom is quadratic if x is affine.

• get_data(Huber): A list containing the parameter M.

• validate_args(Huber): Check that M is a non-negative constant.

• .grad(Huber): Gives the (sub/super)gradient of the atom w.r.t. each variable

Slots

x

An Expression or numeric constant.

M

A positive scalar value representing the threshold. Defaults to 1.

anqif/CVXR documentation built on Feb. 6, 2024, 4:28 a.m.