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
alphaStep size in the current iteration
alpha_nextStep size for the next iteration
f_pastPast function values
gGradient vector
iterationsAlias for field number 8
n_ls_itersNumber of line search iterations in the current iteration
n_timesNumber of multiplications with A
n_transNumber of multiplications with A^T
rresidual vector
r_gapRelative duality gap
r_normResidual norm
xSolution vector