proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar > Struct Template Reference

Composite \(\ell_1\)-penalty function \( \|c(x)\|_1 \). More...

#include <proxsuite-nlp/modelling/constraints/l1-penalty.hpp>

Inheritance diagram for proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >:

Collaboration diagram for proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >:

Public Types
using	Scalar = _Scalar
using	Base = ConstraintSetTpl<Scalar>
using	ActiveType = typename Base::ActiveType
Public Types inherited from proxsuite::nlp::ConstraintSetTpl< _Scalar >
using	Scalar = _Scalar
using	ActiveType = Eigen::Matrix<bool, Eigen::Dynamic, 1>

Public Member Functions
	NonsmoothPenaltyL1Tpl (const NonsmoothPenaltyL1Tpl &)=default
NonsmoothPenaltyL1Tpl &	operator= (const NonsmoothPenaltyL1Tpl &)=default
	NonsmoothPenaltyL1Tpl (NonsmoothPenaltyL1Tpl &&)=default
NonsmoothPenaltyL1Tpl &	operator= (NonsmoothPenaltyL1Tpl &&)=default
Scalar	evaluate (const ConstVectorRef &zproj) const
decltype(auto)	projection_impl (const ConstVectorRef &z) const
void	projection (const ConstVectorRef &z, VectorRef zout) const
	Compute projection of variable z onto the constraint set.
void	normalConeProjection (const ConstVectorRef &z, VectorRef zout) const
	Compute projection of z onto the normal cone to the set. The default implementation is just \( \mathrm{id} - P\).
void	computeActiveSet (const ConstVectorRef &z, Eigen::Ref< ActiveType > out) const
Public Member Functions inherited from proxsuite::nlp::ConstraintSetTpl< _Scalar >
virtual bool	disableGaussNewton () const
virtual void	applyProjectionJacobian (const ConstVectorRef &z, MatrixRef Jout) const
	Apply a jacobian of the projection/proximal operator to a matrix.
virtual void	applyNormalConeProjectionJacobian (const ConstVectorRef &z, MatrixRef Jout) const
	Apply the jacobian of the projection on the normal cone.
void	setProxParameter (const Scalar mu) const
	Update proximal parameter; this applies to when this class is a proximal operator that isn't a projection (e.g. \( \ell_1 \)).
bool	operator== (const ConstraintSetTpl< Scalar > &rhs)
Scalar	evaluateMoreauEnvelope (const ConstVectorRef &zin, const ConstVectorRef &zproj) const
	Evaluate the Moreau envelope with parameter mu for the given contraint set or nonsmooth penalty \(g\) at point zin.
Scalar	computeMoreauEnvelope (const ConstVectorRef &zin, VectorRef zprojout) const
	Evaluate the Moreau envelope with parameter mu for the given contraint set or nonsmooth penalty \(g\) at point zin. This variant evaluates the prox map.
Scalar	mu () const
Scalar	mu_inv () const

Public Attributes
	Scalar
Scalar	mu_
Public Attributes inherited from proxsuite::nlp::ConstraintSetTpl< _Scalar >
	Scalar

Additional Inherited Members
Protected Attributes inherited from proxsuite::nlp::ConstraintSetTpl< _Scalar >
Scalar	mu_ = 0.
Scalar	mu_inv_

Detailed Description

template<typename _Scalar>
struct proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >

Composite \(\ell_1\)-penalty function \( \|c(x)\|_1 \).

The composite \(\ell_1\)-penalty penalizes the norm \( \| r(x) \|_1\) of a residual function. This class implements the proximity operator (soft-thresholding) and an appropriate generalized Jacobian.

Definition at line 18 of file l1-penalty.hpp.

Member Typedef Documentation

Scalar

template<typename _Scalar>

using proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::Scalar = _Scalar

Definition at line 19 of file l1-penalty.hpp.

Base

template<typename _Scalar>

using proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::Base = ConstraintSetTpl<Scalar>

Definition at line 28 of file l1-penalty.hpp.

ActiveType

template<typename _Scalar>

using proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::ActiveType = typename Base::ActiveType

Definition at line 29 of file l1-penalty.hpp.

Member Function Documentation

evaluate()

template<typename _Scalar>

Scalar proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::evaluate ( const ConstVectorRef & ) const

inlinevirtual

Provided the image zproj by the proximal/projection map, evaluate the nonsmooth penalty or constraint set indicator function.

Note

This will be 0 for projection operators.

Reimplemented from proxsuite::nlp::ConstraintSetTpl< _Scalar >.

Definition at line 32 of file l1-penalty.hpp.

projection_impl()

template<typename _Scalar>

decltype(auto) proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::projection_impl ( const ConstVectorRef & z ) const

inline

Definition at line 36 of file l1-penalty.hpp.

projection()

template<typename _Scalar>

void proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::projection ( const ConstVectorRef & z, VectorRef zout ) const

inlinevirtual

Compute projection of variable z onto the constraint set.

Parameters

[in]	z	Input vector
[out]	zout	Output projection

Implements proxsuite::nlp::ConstraintSetTpl< _Scalar >.

Definition at line 41 of file l1-penalty.hpp.

normalConeProjection()

template<typename _Scalar>

void proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::normalConeProjection ( const ConstVectorRef & z, VectorRef zout ) const

inlinevirtual

Compute projection of z onto the normal cone to the set. The default implementation is just \( \mathrm{id} - P\).

Parameters

[in]	z	Input vector
[out]	zout	Output projection on the normal projection

Implements proxsuite::nlp::ConstraintSetTpl< _Scalar >.

Definition at line 45 of file l1-penalty.hpp.

computeActiveSet()

template<typename _Scalar>

void proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::computeActiveSet ( const ConstVectorRef & z, Eigen::Ref< ActiveType > out ) const

inlinevirtual

Compute the active set of the constraint. Active means the Jacobian of the proximal operator is nonzero.

Implements proxsuite::nlp::ConstraintSetTpl< _Scalar >.

Definition at line 49 of file l1-penalty.hpp.

Member Data Documentation

Scalar

template<typename _Scalar>

proxsuite::nlp::NonsmoothPenaltyL1Tpl< _Scalar >::Scalar

Definition at line 20 of file l1-penalty.hpp.

mu_

template<typename _Scalar>

Scalar proxsuite::nlp::ConstraintSetTpl< Scalar >::mu_

mutable

Definition at line 114 of file constraint-set.hpp.

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The documentation for this struct was generated from the following file:

• include/proxsuite-nlp/modelling/constraints/l1-penalty.hpp