copt.utils.SquareLoss

class copt.utils.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.

__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