def set_prox(self, prox: Prox):
"""Set proximal operator in the solver.
Parameters
----------
prox : `Prox`
The proximal operator of the penalization function
Returns
-------
output : `Solver`
The solver with given prox
Notes
-----
In some solvers, ``set_model`` must be called before
``set_prox``, otherwise and error might be raised.
"""
if type(prox) is ProxZero:
SolverFirstOrder.set_prox(self, prox)
self._set("_prox_grad", lambda x: x)
elif type(prox) is ProxL2Sq:
SolverFirstOrder.set_prox(self, prox)
self._set("_prox_grad", lambda x: prox.strength * x)
else:
raise ValueError("BFGS only accepts ProxZero and ProxL2sq "
"for now")
return self
def set_prox(self, prox: list):
"""
Parameters
----------
prox : list[Prox]
List of all proximal operators of the model
"""
prox = CompositeProx(prox)
SolverFirstOrder.set_prox(self, prox)
return self
def set_prox(self, prox: Prox):
"""Set prox in the solver
Parameters
----------
prox : `Prox`
Sets the prox in the solver
Returns
-------
output : `Solver`
The `Solver` with given prox
"""
SolverFirstOrder.set_prox(self, prox)
SolverSto.set_prox(self, prox)
return self