cr.sparse.fom.fom

cr.sparse.fom.fom(smooth_f, prox_h, A, b, x0, options=FomOptions(nonneg=False, solver='at', max_iters=1000, tol=1e-08, L0=1.0, Lexact=inf, alpha=0.9, beta=0.5, mu=0, maximize=False, saddle=False))[source]

First order methods driver routine

Parameters
Returns

Solution of the optimization problem

Return type

FomState

The function uses first order methods to solve an optimization problem of the form:

(1)\[\text{minimize } \phi(x) = f( \AAA(x) + b) + h(x)\]

where:

  • \(\AAA\) is a linear operator from \(\RR^n \to \RR^m\).

  • \(b\) is a translation vector.

  • \(f : \RR^m \to \RR\) is a smooth convex function.

  • \(h : \RR^n \to \RR\) is a prox-capable convex function.