prox.l1: Proximal operator of the scaled L1 norm.
In jpvert/apg: Optimization with accelerated proximal gradient
Description
Usage
Arguments
Value
Examples
Description
Computes the proximal operator of the L1 norm:
h(x) = λ ||x||_1
,
where λ is a scaling factor.
Usage
1
Arguments
x
The input vector
t
The step size
opts
List of parameters, which must include:
opts$lambda, the scaling factor of the L1 norm.
Value
The proximal of h at x with step size t, given by
prox_h(x,t) = argmin_u [ t h(u) + 1/2 || x - u ||^2 ]
.
Examples
1
jpvert/apg documentation built on May 19, 2019, 11:51 p.m.
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Description Usage Arguments Value Examples
Description
Computes the proximal operator of the L1 norm:
h(x) = λ ||x||_1 ,
where λ is a scaling factor.
Usage
1 |
Arguments
x |
The input vector |
t |
The step size |
opts |
List of parameters, which must include:
|
Value
The proximal of h at x with step size t, given by
prox_h(x,t) = argmin_u [ t h(u) + 1/2 || x - u ||^2 ]
.
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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