sopt::proximal::L1< SCALAR >::FistaMixing Class Reference

#include <l1_proximal.h>

Public Types
using	Real = typename real_type< SCALAR >::type

Public Member Functions
	FistaMixing ()
template<typename T1 >
void	operator() (Vector< SCALAR > &previous, Eigen::MatrixBase< T1 > const &unmixed, t_uint iter)

Static Public Member Functions
static Real	next (Real t)

Detailed Description

template<typename SCALAR>
class sopt::proximal::L1< SCALAR >::FistaMixing

Definition at line 392 of file l1_proximal.h.

Member Typedef Documentation

Real

template<typename SCALAR >

using sopt::proximal::L1< SCALAR >::FistaMixing::Real = typename real_type<SCALAR>::type

Definition at line 394 of file l1_proximal.h.

Constructor & Destructor Documentation

FistaMixing()

template<typename SCALAR >

sopt::proximal::L1< SCALAR >::FistaMixing::FistaMixing ( )

inline

Definition at line 395 of file l1_proximal.h.

: t(1){};

Member Function Documentation

next()

template<typename SCALAR >

static Real sopt::proximal::L1< SCALAR >::FistaMixing::next ( Real  t )

inlinestatic

Definition at line 409 of file l1_proximal.h.

{ return 0.5 + 0.5 * std::sqrt(1e0 + 4e0 * t * t); }

Referenced by TEST_CASE().

operator()()

template<typename SCALAR >

template<typename T1 >

void sopt::proximal::L1< SCALAR >::FistaMixing::operator() ( Vector< SCALAR > &  previous, Eigen::MatrixBase< T1 > const &  unmixed, t_uint  iter  )

inline

Definition at line 397 of file l1_proximal.h.

                                                                                             {
    // reset
    if (iter == 0) {
      previous = unmixed;
      return;
    }
    if (iter <= 1) t = next(1);
    auto const prior_t = t;
    t = next(t);
    auto const alpha = (prior_t - 1) / t;
    previous = (1e0 + alpha) * unmixed.derived() - alpha * previous;
  }

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

• /home/runner/work/sopt/sopt/cpp/sopt/l1_proximal.h