cr.sparse.fom.FomOptions

class cr.sparse.fom.FomOptions(nonneg: bool = False, solver: str = 'at', max_iters: int = 1000, tol: float = 1e-08, L0: float = 1.0, Lexact: float = inf, alpha: float = 0.9, beta: float = 0.5, mu: float = 0, maximize: bool = False, saddle: bool = False)

Options for FOCS driver routine

Attributes

L0	Initial estimate of Lipschitz constant
Lexact	Known bound of Lipschitz constant
alpha	Line search increase parameter, in (0,1)
beta	Backtracking parameter, in (0,1).
max_iters	Maximum number of iterations for the solver
maximize	By default, we attempt minimization of the objective, otherwise maximize
mu	Strong convexity parameter
nonneg	Whether output is expected to be non-negative
saddle	Indicates if it’s a saddle point problem setup by SCD subroutine
solver	Default first order conic solver
tol	Tolerance for convergence