copt.constraint.TraceBall

class copt.constraint.TraceBall(alpha, shape)

Projection onto the trace (aka nuclear) norm, sum of singular values

__init__(alpha, shape)

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

Methods

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

Attributes

is_separable

lmo(u, x)

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