def ystep(self):
r"""Minimise Augmented Lagrangian with respect to
:math:`\mathbf{y}`.
"""
AXU = self.AX + self.U
Y0 = np.asarray(sl.shrink1(self.block_sep0(AXU), self.wl1 / self.rho),
dtype=self.dtype)
if self.opt['NonNegCoef']:
Y0[Y0 < 0.0] = 0.0
Y1 = sl.proj_l2ball(self.block_sep1(AXU), self.S, self.epsilon, axes=0)
self.Y = self.block_cat(Y0, Y1)
def ystep(self):
r"""Minimise Augmented Lagrangian with respect to
:math:`\mathbf{y}`.
"""
AXU = self.AX + self.U
Y0 = np.asarray(sp.prox_l1(self.block_sep0(AXU), self.wl1 / self.rho),
dtype=self.dtype)
if self.opt['NonNegCoef']:
Y0[Y0 < 0.0] = 0.0
Y1 = sl.proj_l2ball(self.block_sep1(AXU), self.S, self.epsilon, axes=0)
self.Y = self.block_cat(Y0, Y1)
def eval_objfn(self):
r"""Compute components of objective function as well as total
contribution to objective function. The objective function is
:math:`\| \mathbf{x} \|_1` and the constraint violation measure is
:math:`P(\mathbf{x}) - \mathbf{x}` where :math:`P(\mathbf{x})` is
the projection into the constraint set.
"""
obj = linalg.norm((self.wl1 * self.obfn_g0var()).ravel(), 1)
cns = linalg.norm(sl.proj_l2ball(self.obfn_g1var(), self.S,
self.epsilon, axes=0) - self.obfn_g1var())
return (obj, cns)
def eval_objfn(self):
r"""Compute components of objective function as well as total
contribution to objective function. The objective function is
:math:`\| \mathbf{x} \|_1` and the constraint violation
measure is :math:`P(\mathbf{x}) - \mathbf{x}` where
:math:`P(\mathbf{x})` is the projection into the constraint
set.
"""
obj = np.linalg.norm((self.wl1 * self.obfn_g0var()).ravel(), 1)
cns = np.linalg.norm(sl.proj_l2ball(
self.obfn_g1var(), self.S, self.epsilon, axes=0) -
self.obfn_g1var())
return (obj, cns)
def test_17(self):
b = np.array([0.0, 0.0, 2.0])
s = np.array([0.0, 0.0, 0.0])
r = 1.0
p = linalg.proj_l2ball(b, s, r)
assert linalg.rrs(p, np.array([0.0, 0.0, 1.0])) < 1e-14
def test_17(self):
b = np.array([0.0, 0.0, 2.0])
s = np.array([0.0, 0.0, 0.0])
r = 1.0
p = linalg.proj_l2ball(b, s, r)
assert linalg.rrs(p, np.array([0.0, 0.0, 1.0])) < 1e-14