copt.utils.L1Ball¶
-
class
copt.utils.
L1Ball
(alpha)[source]¶ Indicator function over the L1 ball
This function is 0 if the sum of absolute values is less than or equal to alpha, and infinity otherwise.
Methods
__init__
(alpha)Initialize self.
lmo
(u, x)Solve the linear problem min_{||s||_1 <= alpha} <u, s>
prox
(x, step_size)