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Interface Summary | |
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Projection | |
ProximalMapping |
Class Summary | |
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AcceleratedGradientDescent | A Java implementation for the accelerated gradient descent method. |
AcceleratedProximalGradient | A Java implementation for the accelerated proximal gradient method. |
BoundConstrainedPLBFGS | A Java implementation for the projected limited-memory BFGS algorithm with bound constraints. |
GeneralQP | General quadratic programming: |
GeneralQPViaPrimalDualInteriorPoint | General quadratic programming: |
LBFGS | A Java implementation for the limited-memory BFGS algorithm. |
LBFGSOnSimplex | A Java implementation for the projected limited-memory BFGS algorithm with simplex constraints. |
NonlinearConjugateGradient | A Java implementation for the nonlinear conjugate gradient method. |
NonnegativePLBFGS | A Java implementation for the projected limited-memory BFGS algorithm with nonnegative constraints. |
PhaseIResult | |
PrimalDualInteriorPoint | A Java implementation for the Primal-dual Interior-point method. |
ProjL1 | Compute proj_tC(X) where C = {X: || X ||_1 <= 1}. |
ProjL2 | Compute proj_tC(X) where C = {X: || X ||_2 <= 1}. |
ProjLInfinity | Compute proj_tC(X) where C = {X: || X ||_{\infty} <= 1}. |
Prox | Compute prox_th(X) where h = 0. |
ProxL1 | Compute prox_th(X) where h = || X ||_1. |
ProxL2 | Compute prox_th(X) where h = || X ||_F. |
ProxLInfinity | Compute prox_th(X) where h = || X ||_{\infty}. |
ProxPlus | Compute prox_th(X) where h = I_+(X). |
QPSolution | |
QPWithBoundConstraints | Quadratic programming with bound constraints: |
ShrinkageOperator | Soft-thresholding (shrinkage) operator, which is defined as S_{t}[x] = argmin_u 1/2 * || u - x ||^2 + t||x||_1 which is actually prox_{t||.||_1}(x). |
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