proxtoolbox.Algorithms.algorithms

Created on Wed Oct 1 10:40:18 2014

@author: stefan

Classes

Algorithm(config) Generic interface for ProxToolbox algorithms.
class proxtoolbox.Algorithms.algorithms.Algorithm(config)[source]

Bases: object

Generic interface for ProxToolbox algorithms. It predefines the standard methods (names, input data).

Initialization method for a concrete instance.

Parameters:
config : dict

Parameters to configure the algorithm

run(u, tol, maxiter)[source]

Runs the algorithm for the specified input data

Parameters:
u : array_like - Input data
tol : float - Tolerance
maxiter : int - Maximum number of iterations
Returns:
(u1, u2, iters, change, gap) : tuple consisting of
  • u1 : array_like - Result
  • u2 : array_like - Result
  • iters : int - Number of iterations the algorithm performed
  • change : array_like - Percentage change in norm
  • gap : array_like - Squared gap distance normalized by the magnitude constraint