cr.sparse.cvx.spgl1.SPGL1Options

class cr.sparse.cvx.spgl1.SPGL1Options(bp_tol: float = 1e-06, ls_tol: float = 1e-06, opt_tol: float = 0.0001, dec_tol: float = 0.0001, gamma: float = 0.0001, alpha_min: float = 1e-16, alpha_max: float = 100000.0, memory: int = 3, max_matvec: int = 100000, max_iters: int = 100)

Options for the SPGL1 algorithm

__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_max	Maximum spectral step
alpha_min	Minimum spectral step
bp_tol	Tolerance for basis pursuit solution
dec_tol	Required relative change in primal objective for Newton steps
gamma	Sufficient decrease parameter
ls_tol	Tolerance for least squares solution
max_iters	Alias for field number 9
max_matvec	Maximum number of A x and A^T x to be computed
memory	Number of past objective values to be retained
opt_tol	Optimality tolerance