l1-penalty.hpp

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#pragma once
 
#include "proxsuite-nlp/constraint-set.hpp"
 
namespace proxsuite {
namespace nlp {
 
template <typename _Scalar>
struct NonsmoothPenaltyL1Tpl : ConstraintSetTpl<_Scalar> {
  using Scalar = _Scalar;
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(Scalar);
 
  NonsmoothPenaltyL1Tpl() = default;
  NonsmoothPenaltyL1Tpl(const NonsmoothPenaltyL1Tpl &) = default;
  NonsmoothPenaltyL1Tpl &operator=(const NonsmoothPenaltyL1Tpl &) = default;
  NonsmoothPenaltyL1Tpl(NonsmoothPenaltyL1Tpl &&) = default;
  NonsmoothPenaltyL1Tpl &operator=(NonsmoothPenaltyL1Tpl &&) = default;
 
  using Base = ConstraintSetTpl<Scalar>;
  using ActiveType = typename Base::ActiveType;
  using Base::mu_;
 
  Scalar evaluate(const ConstVectorRef &zproj) const {
    return zproj.template lpNorm<1>();
  }
 
  decltype(auto) projection_impl(const ConstVectorRef &z) const {
    return z.array().sign() *
           (z.array().abs() - mu_).max(static_cast<Scalar>(0.));
  }
 
  void projection(const ConstVectorRef &z, VectorRef zout) const {
    zout = projection_impl(z);
  }
 
  void normalConeProjection(const ConstVectorRef &z, VectorRef zout) const {
    zout = z - projection_impl(z).matrix();
  }
 
  void computeActiveSet(const ConstVectorRef &z,
                        Eigen::Ref<ActiveType> out) const {
    out = z.array().abs() <= mu_;
  }
};
 
#ifdef PROXSUITE_NLP_ENABLE_TEMPLATE_INSTANTIATION
extern template struct PROXSUITE_NLP_EXPLICIT_INSTANTIATION_DECLARATION_DLLAPI
    NonsmoothPenaltyL1Tpl<context::Scalar>;
#endif
 
} // namespace nlp
} // namespace proxsuite