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