class darkmappy.solvers.PrimalDual(data, phi, psi, options={'constrained': True, 'iter': 5000, 'nu': 0, 'positivity': False, 'real': False, 'record_iters': False, 'tol': 1e-05, 'update_iter': 50})

Class which handles all primal dual optimisation paradigms.

__init__(data, phi, psi, options={'constrained': True, 'iter': 5000, 'nu': 0, 'positivity': False, 'real': False, 'record_iters': False, 'tol': 1e-05, 'update_iter': 50})

Construct primal dual general class.

Any additional details should be here.

Parameters
  • () (beta) – Measurement operator (weights for poisson noise)

  • () – Redundant dictionary (wavelets etc.)

  • () – (?)

  • constrained (bool) – Constrained vs unconstrained problem

Raises

ValueError – Data vector contains NaN values.

l1_constrained_gaussian(warm_start, sigma, beta=0.01)

Solve constrained l1 regularisation problem with Gaussian noise.

Can be instantiated from warm_start.

Parameters
  • () (beta) – Data-set to be optimised over.

  • () – Initial solution of optimisation.

  • () – Noise-level present in optimisation.

  • () – Scaling for l1-norm threshold

Raises
  • ValueError – Datavector size is 0 (empty set).

  • ValueError – Datavector contains NaN values.

l1_unconstrained_gaussian(warm_start, sigma, beta)

Solve unconstrained l1 regularisation problem with Gaussian noise.

Can be instantiated from warm_start.

Parameters
  • () (beta) – Data-set to be optimised over.

  • () – Initial solution of optimisation.

  • () – Noise-level present in optimisation.

  • () – Regularisation parameter

Raises
  • ValueError – Datavector size is 0 (empty set).

  • ValueError – Datavector contains NaN values.

l1_unconstrained_gaussian_jm(warm_start, sigma, beta)

Solve unconstrained l1 regularisation problem with Gaussian noise.

Can be instantiated from warm_start.

Parameters
  • () (beta) – Data-set to be optimised over.

  • () – Initial solution of optimisation.

  • () – Noise-level present in optimisation.

  • () – Regularisation parameter

Raises
  • ValueError – Datavector size is 0 (empty set).

  • ValueError – Datavector contains NaN values.