copt.utils.L1Norm

class copt.utils.L1Norm(alpha)[source]

L1 norm, that is, the sum of absolute values:

\[\alpha\sum_i^d |x_i|\]
Parameters

alpha (float) – constant multiplying the L1 norm

__init__(alpha)[source]

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(alpha)

Initialize self.

prox(x, step_size)

prox_factory(n_features)