copt.loss.SquareLoss¶
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class
copt.loss.
SquareLoss
(A, b, alpha=0)¶ Squared loss.
The Squared loss is defined as
\[\frac{1}{2n}\|A x - b\|^2 + \frac{1}{2} \alpha \|x\|^2\]where \(\|\cdot\|\) is the euclidean norm.
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__init__
(A, b, alpha=0)¶ Initialize self. See help(type(self)) for accurate signature.
Methods
__init__
(A, b[, alpha])Initialize self.
f_grad
(x[, return_gradient])Attributes
lipschitz
partial_deriv
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