cr.sparse.cvx.spgl1.SPGL1LassoState

class cr.sparse.cvx.spgl1.SPGL1LassoState(x: jax.Array, g: jax.Array, r: jax.Array, f_past: jax.Array, r_norm: float, r_gap: float, alpha: float, alpha_next: float, iterations: int, n_times: int, n_trans: int, n_ls_iters: int)[source]

Solution state of the SPGL1 algorithm for LASSO problem

__init__()

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__()

Initialize self.

count(value, /)

Return number of occurrences of value.

index(value[, start, stop])

Return first index of value.

Attributes

alpha

Step size in the current iteration

alpha_next

Step size for the next iteration

f_past

Past function values

g

Gradient vector

iterations

Alias for field number 8

n_ls_iters

Number of line search iterations in the current iteration

n_times

Number of multiplications with A

n_trans

Number of multiplications with A^T

r

residual vector

r_gap

Relative duality gap

r_norm

Residual norm

x

Solution vector