copt.constraint.L1Ball

class copt.constraint.L1Ball(alpha)

Indicator function over the L1 ball

This function is 0 if the sum of absolute values is less than or equal to alpha, and infinity otherwise.

__init__(alpha)

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

Methods

__init__(alpha)	Initialize self.
lmo(u, x)	Return s - x, s solving the linear problem max_{||s||_1 <= alpha} <u, s>
lmo_pairwise(u, x)
prox(x, step_size)

lmo(u, x)

Return s - x, s solving the linear problem max_{||s||_1 <= alpha} <u, s>