bogus::QuadraticProxOp< ObjectType > Struct Template Reference

Evaluation of prox_{1/c} J with J(x) = 1/2 xM'x + f'x. More...

#include <ADMM.hpp>

Public Types
typedef BlockMatrixTraits < ObjectType >	BlockTraits
typedef BlockTraits::Scalar	Scalar
typedef ProblemTraits< Scalar >	GlobalProblemTraits
typedef BlockObjectBase < ObjectType >	LinearOp
typedef GlobalProblemTraits::DynVector	AffineVec

Public Member Functions
	QuadraticProxOp (const LinearOp &linearExpr, const Scalar lambda, const AffineVec &affinePart)
	Construct the proximal evaluator of a quadratic function. More...
template<typename RhsT , typename ResT >
void	eval (RhsT &rhs, ResT &res) const
	Evaluates prox_{1/coeff} J ( rhs/coeff ) More...
Scalar	coefficient () const

Detailed Description

template<typename ObjectType>
struct bogus::QuadraticProxOp< ObjectType >

Evaluation of prox_{1/c} J with J(x) = 1/2 xM'x + f'x.

Requires a way to solve linear systems with LHS ( M + c I)

Template Parameters

ObjectType

the type of the expression representing the inverse of (M + c I)

Constructor & Destructor Documentation

template<typename ObjectType >

bogus::QuadraticProxOp< ObjectType >::QuadraticProxOp	(	const LinearOp &	linearExpr,
		const Scalar	lambda,
		const AffineVec &	affinePart
	)

Construct the proximal evaluator of a quadratic function.

Parameters

lambda	the inverse of the proximal function coefficient
linearExpr	Mutliplying by linearExpr should be equivalent to solving a linear system with LHS ( M + lambda * I )
affinePart	The term f in the quadratic function J

Member Function Documentation

template<typename ObjectType >

Scalar bogus::QuadraticProxOp< ObjectType >::coefficient

(

)

const

Returns

coeff so that eval() computes prox_{1/coeff}

template<typename ObjectType >

template<typename RhsT , typename ResT >

void bogus::QuadraticProxOp< ObjectType >::eval	(	RhsT &	rhs,
		ResT &	res
	)		const

Evaluates prox_{1/coeff} J ( rhs/coeff )

Warning

may modify rhs

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The documentation for this struct was generated from the following file:

• ADMM.hpp