hex.optimization

Class ADMM.L1Solver

java.lang.Object

hex.optimization.ADMM.L1Solver

Enclosing class:

ADMM

public static class ADMM.L1Solver
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
ADMM.L1Solver(double eps, int max_iter)

Method Summary

Methods

Modifier and Type	Method and Description
static double	estimateRho(double x, double l1pen) Estimate optimal rho based on l1 penalty and (estimate of) soltuion x without the l1penalty
boolean	solve(ADMM.ProximalSolver solver, double[] res, double lambda)
boolean	solve(ADMM.ProximalSolver solver, double[] z, double l1pen, boolean hasIntercept, double[] lb, double[] ub)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ADMM.L1Solver

public ADMM.L1Solver(double eps,
             int max_iter)

Method Detail

solve

public boolean solve(ADMM.ProximalSolver solver,
            double[] res,
            double lambda)

solve

public boolean solve(ADMM.ProximalSolver solver,
            double[] z,
            double l1pen,
            boolean hasIntercept,
            double[] lb,
            double[] ub)

estimateRho

public static double estimateRho(double x,
                 double l1pen)

Estimate optimal rho based on l1 penalty and (estimate of) soltuion x without the l1penalty

Parameters:

x -

l1pen -

Returns: