Classes
class	ComposeProx

struct	ElasticNet

class	FusedLasso

class	GraphLasso

struct	GraphLassoRidge

class	GraphMult

class	GraphPathConv

class	GraphPathL0

struct	GroupLassoL2

struct	GroupLassoL2_L1

struct	GroupLassoLINF

struct	GroupLassoLINF_L1

class	GroupProx

class	HingeLoss

class	Lasso

class	LassoConstraint

class	LogLoss

class	Loss

class	LossCur

class	LossMat

class	LossMat< T, LogLoss< T, weighted > >

class	LossMat< T, SqLossMissing< T > >

class	LossMatSup

class	Lzero

class	MixedL1L2

struct	MixedL1L2_L1

class	MixedL1LINF

struct	MixedL1LINF_L1

class	MixedL1LINFCR

class	MultiLogLoss

class	None

class	normL2

class	normLINF

struct	ParamFISTA

struct	ParamReg

class	ProxMatToVec

class	Rank

class	RegMat

class	Regularizer

class	Ridge

class	SpecGraphMat

class	SplittingFunction

class	SqLoss

class	SqLossMat

class	SqLossMissing

class	TraceNorm

class	TreeLasso

class	TreeLzero

class	TreeMult

Enumerations
enum	loss_t { SQUARE, SQUARE_MISSING, LOG, LOGWEIGHT, MULTILOG, CUR, HINGE, INCORRECT_LOSS }

enum	regul_t { L0, L1, RIDGE, L2, LINF, L1CONSTRAINT, ELASTICNET, FUSEDLASSO, GROUPLASSO_L2, GROUPLASSO_LINF, GROUPLASSO_L2_L1, GROUPLASSO_LINF_L1, L1L2, L1LINF, L1L2_L1, L1LINF_L1, TREE_L0, TREE_L2, TREE_LINF, GRAPH, GRAPH_RIDGE, GRAPH_L2, TREEMULT, GRAPHMULT, L1LINFCR, NONE, TRACE_NORM, TRACE_NORM_VEC, RANK, RANK_VEC, INCORRECT_REG, GRAPH_PATH_L0, GRAPH_PATH_CONV }

Functions
template<typename T >
void	ADMM (const SplittingFunction< T, Matrix< T > > &loss, const SplittingFunction< T, SpMatrix< T > > &reg, const Vector< T > &w0, Vector< T > &w, Vector< T > &optim_info, const ParamFISTA< T > &param)

template<typename T >
void	convert_paths_to_mat (const List< Path< long long > * > &paths, SpMatrix< T > &paths_mat, const int n)

template<typename T , typename D , typename E >
T	duality_gap (Loss< T, D, E > &loss, Regularizer< T, D > &regularizer, const D &x, const T lambda, T &best_dual, const bool verbose=false)

template<typename T , typename D , typename E >
T	duality_gap (Loss< T, D, E > &loss, Regularizer< T, D > &regularizer, const D &x, const T lambda, const bool verbose=false)

template<typename T >
void	dualityGraph (const Matrix< T > &X, const Matrix< T > &D, const Matrix< T > &alpha0, Vector< T > &res, const ParamFISTA< T > &param, const GraphStruct< T > *graph_st)

template<typename T >
void	EvalGraphPath (const Matrix< T > &alpha0, const ParamFISTA< T > &param, Vector< T > &val_loss, const GraphPathStruct< T > graph_path_st, SpMatrix< T > paths=NULL)

template<typename T , typename D , typename E >
void	FISTA_Generic (Loss< T, D, E > &loss, Regularizer< T, D > &regularizer, const D &x0, D &x, Vector< T > &optim_info, const ParamFISTA< T > &param)

template<typename T , typename D , typename E >
void	ISTA_Generic (Loss< T, D, E > &loss, Regularizer< T, D > &regularizer, const D &x0, D &x, Vector< T > &optim_info, const ParamFISTA< T > &param)

template<typename T >
T	LagrangianADMM (const SplittingFunction< T, Matrix< T > > &loss, const SplittingFunction< T, SpMatrix< T > > &reg, const T lambda, const T gamma, const Vector< T > &w, const Matrix< T > &splitted_loss, const SpMatrix< T > &splitted_reg, const Matrix< T > &multi_loss, const SpMatrix< T > &multi_reg, T &los, const T *weights=NULL)

template<typename T >
void	LinADMM (const SplittingFunction< T, Matrix< T > > &loss, const SplittingFunction< T, SpMatrix< T > > &reg, const Vector< T > &w0, Vector< T > &w, Vector< T > &optim_info, const ParamFISTA< T > &param)

bool	loss_for_matrices (const loss_t &loss)

loss_t	loss_from_string (char *loss)

template<typename T >
bool	param_for_admm (const ParamFISTA< T > &param)

template<typename T >
void	print_info_solver (const ParamFISTA< T > &param)

void	print_loss (const loss_t &loss)

void	print_regul (const regul_t &regul)

template<typename T >
void	PROX (const Matrix< T > &alpha0, Matrix< T > &alpha, const ParamFISTA< T > &param, Vector< T > &val_loss, const GraphStruct< T > graph_st=NULL, const TreeStruct< T > tree_st=NULL, const GraphPathStruct< T > *graph_path_st=NULL)

bool	regul_for_matrices (const regul_t &regul)

regul_t	regul_from_string (char *regul)

template<typename T >
SplittingFunction< T, SpMatrix< T > > *	setRegularizerADMM (const ParamFISTA< T > &param, const GraphStruct< T > graph_st=NULL, const TreeStruct< T > tree_st=NULL)

template<typename T >
Regularizer< T, Matrix< T > > *	setRegularizerMatrices (const ParamFISTA< T > &param, const int m, const int n, const GraphStruct< T > graph_st=NULL, const TreeStruct< T > tree_st=NULL, const GraphPathStruct< T > *graph_path_st=NULL)

template<typename T >
Regularizer< T > *	setRegularizerVectors (const ParamFISTA< T > &param, const GraphStruct< T > graph_st=NULL, const TreeStruct< T > tree_st=NULL, const GraphPathStruct< T > *graph_path_st=NULL)

template<typename T >
void	solver (const Matrix< T > &X, const AbstractMatrixB< T > &D, const Matrix< T > &alpha0, Matrix< T > &alpha, const ParamFISTA< T > &param1, Matrix< T > &optim_info, const GraphStruct< T > graph_st=NULL, const TreeStruct< T > tree_st=NULL, const GraphPathStruct< T > *graph_path_st=NULL)

template<typename T >
void	solver_admm (const Matrix< T > &X, const Matrix< T > &alpha0, Matrix< T > &alpha, Matrix< T > &optim_info, SplittingFunction< T, SpMatrix< T > > regularizers, SplittingFunction< T, Matrix< T > > losses, const ParamFISTA< T > &param)

template<typename T >
void	solver_aux1 (const Matrix< T > &X, const Matrix< T > &alpha0, Matrix< T > &alpha, Matrix< T > &optim_info, Regularizer< T, Vector< T > > regularizers, Loss< T, Vector< T > > losses, const ParamFISTA< T > &param)

template<typename T >
void	solver_aux2 (const Matrix< T > &X, const Matrix< T > &alpha0, Matrix< T > &alpha, Matrix< T > &optim_info, Regularizer< T, Matrix< T > > regularizers, Loss< T, Matrix< T > > losses, const ParamFISTA< T > &param)

template<typename T , typename D , typename E >
void	subGradientDescent_Generic (Loss< T, D, E > &loss, Regularizer< T, D > &regularizer, const D &x0, D &x, Vector< T > &optim_info, const ParamFISTA< T > &param)

template<typename T >
void	update_multipliers_ADMM (Vector< T > &w, const Matrix< T > &splitted_w_loss, const Matrix< T > &multipliers_w_loss, const SpMatrix< T > &splitted_w_reg, const SpMatrix< T > &multipliers_w_reg, const T gamma)

template<typename T >
void	update_multipliers_LinADMM (Vector< T > &w, const SpMatrix< T > &splitted_w_reg, const SpMatrix< T > &multipliers_w_reg, const T gamma, const T delta)

template<typename T >
void	update_multipliers_weighted_ADMM (Vector< T > &w, const Matrix< T > &splitted_w_loss, const Matrix< T > &multipliers_w_loss, const SpMatrix< T > &splitted_w_reg, const SpMatrix< T > &multipliers_w_reg, const T gamma, const T *inner_weights)

template<typename T >
void	writeLog (const int iter, const T time, const T primal, const T dual, char *name)

Enumeration Type Documentation

enum spams::FISTA::loss_t

Enumerator
SQUARE
SQUARE_MISSING
LOG
LOGWEIGHT
MULTILOG
CUR
HINGE
INCORRECT_LOSS

Definition at line 31 of file fista.h.

enum spams::FISTA::regul_t

Enumerator
L0
L1
RIDGE
L2
LINF
L1CONSTRAINT
ELASTICNET
FUSEDLASSO
GROUPLASSO_L2
GROUPLASSO_LINF
GROUPLASSO_L2_L1
GROUPLASSO_LINF_L1
L1L2
L1LINF
L1L2_L1
L1LINF_L1
TREE_L0
TREE_L2
TREE_LINF
GRAPH
GRAPH_RIDGE
GRAPH_L2
TREEMULT
GRAPHMULT
L1LINFCR
NONE
TRACE_NORM
TRACE_NORM_VEC
RANK
RANK_VEC
INCORRECT_REG
GRAPH_PATH_L0
GRAPH_PATH_CONV

Definition at line 32 of file fista.h.

Function Documentation

template<typename T >

void spams::FISTA::ADMM	(	const SplittingFunction< T, Matrix< T > > &	loss,
		const SplittingFunction< T, SpMatrix< T > > &	reg,
		const Vector< T > &	w0,
		Vector< T > &	w,
		Vector< T > &	optim_info,
		const ParamFISTA< T > &	param
	)

update w

update the splitting variables

update multipliers

update w

update the splitting variables

update multipliers

stopping criterion

Definition at line 2929 of file fista.h.

Referenced by solver_admm().

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template<typename T >

void spams::FISTA::convert_paths_to_mat	(	const List< Path< long long > * > &	paths,
		SpMatrix< T > &	paths_mat,
		const int	n
	)

inline

Definition at line 2039 of file fista.h.

References spams::SpMatrix< T >::n(), spams::SpMatrix< T >::pB(), spams::SpMatrix< T >::pE(), spams::SpMatrix< T >::r(), spams::SpMatrix< T >::resize(), spams::sort(), and spams::SpMatrix< T >::v().

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template<typename T , typename D , typename E >

T spams::FISTA::duality_gap	(	Loss< T, D, E > &	loss,
		Regularizer< T, D > &	regularizer,
		const D &	x,
		const T	lambda,
		T &	best_dual,
		const bool	verbose = `false`
	)

Definition at line 2527 of file fista.h.

References spams::FISTA::ParamFISTA< T >::delta, spams::FISTA::Loss< T, D, E >::eval(), spams::FISTA::Regularizer< T, D >::eval(), spams::FISTA::Loss< T, D, E >::fenchel(), spams::FISTA::Regularizer< T, D >::fenchel(), spams::FISTA::ParamFISTA< T >::intercept, spams::FISTA::Loss< T, D, E >::is_fenchel(), spams::FISTA::Regularizer< T, D >::is_fenchel(), spams::FISTA::Regularizer< T, D >::is_intercept(), MAX, spams::FISTA::Loss< T, D, E >::var_fenchel(), and spams::FISTA::ParamFISTA< T >::verbose.

Referenced by duality_gap(), dualityGraph(), FISTA_Generic(), ISTA_Generic(), and subGradientDescent_Generic().

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template<typename T , typename D , typename E >

T spams::FISTA::duality_gap	(	Loss< T, D, E > &	loss,
		Regularizer< T, D > &	regularizer,
		const D &	x,
		const T	lambda,
		const bool	verbose = `false`
	)

Definition at line 2555 of file fista.h.

References duality_gap(), INFINITY, and spams::FISTA::ParamFISTA< T >::verbose.

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template<typename T >

void spams::FISTA::dualityGraph	(	const Matrix< T > &	X,
		const Matrix< T > &	D,
		const Matrix< T > &	alpha0,
		Vector< T > &	res,
		const ParamFISTA< T > &	param,
		const GraphStruct< T > *	graph_st
	)

Definition at line 2562 of file fista.h.

References spams::FISTA::ParamFISTA< T >::clever, duality_gap(), spams::FISTA::Regularizer< T, D >::eval(), spams::FISTA::GraphLasso< T >::eval(), spams::FISTA::GraphLasso< T >::init(), spams::FISTA::ParamFISTA< T >::intercept, spams::FISTA::ParamFISTA< T >::lambda, LOG, LOGWEIGHT, spams::FISTA::ParamFISTA< T >::loss, spams::FISTA::ParamFISTA< T >::pos, spams::Matrix< T >::refCol(), spams::FISTA::Regularizer< T, D >::reset(), spams::FISTA::ParamFISTA< T >::resetflow, and SQUARE.

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template<typename T >

void spams::FISTA::EvalGraphPath	(	const Matrix< T > &	alpha0,
		const ParamFISTA< T > &	param,
		Vector< T > &	val_loss,
		const GraphPathStruct< T > *	graph_path_st,
		SpMatrix< T > *	paths = `NULL`
	)

Definition at line 3634 of file fista.h.

References spams::FISTA::Regularizer< T, D >::eval(), spams::FISTA::ParamFISTA< T >::eval_dual_norm, spams::FISTA::Regularizer< T, D >::eval_dual_norm(), spams::FISTA::Regularizer< T, D >::eval_dual_norm_paths(), spams::FISTA::Regularizer< T, D >::eval_paths(), spams::init_omp(), spams::FISTA::ParamFISTA< T >::intercept, MIN, spams::Matrix< T >::n(), spams::FISTA::ParamFISTA< T >::num_threads, print_regul(), spams::Matrix< T >::refCol(), spams::FISTA::ParamFISTA< T >::regul, regul_for_matrices(), spams::FISTA::Regularizer< T, D >::reset(), spams::Vector< T >::resize(), and spams::FISTA::ParamFISTA< T >::verbose.

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template<typename T , typename D , typename E >

void spams::FISTA::FISTA_Generic	(	Loss< T, D, E > &	loss,
		Regularizer< T, D > &	regularizer,
		const D &	x0,
		D &	x,
		Vector< T > &	optim_info,
		const ParamFISTA< T > &	param
	)

print loss

compute gradient

Definition at line 2739 of file fista.h.

Referenced by solver(), solver_aux1(), and solver_aux2().

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template<typename T , typename D , typename E >

void spams::FISTA::ISTA_Generic	(	Loss< T, D, E > &	loss,
		Regularizer< T, D > &	regularizer,
		const D &	x0,
		D &	x,
		Vector< T > &	optim_info,
		const ParamFISTA< T > &	param
	)

print loss

compute gradient

Definition at line 2657 of file fista.h.

Referenced by solver(), solver_aux1(), and solver_aux2().

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template<typename T >

T spams::FISTA::LagrangianADMM	(	const SplittingFunction< T, Matrix< T > > &	loss,
		const SplittingFunction< T, SpMatrix< T > > &	reg,
		const T	lambda,
		const T	gamma,
		const Vector< T > &	w,
		const Matrix< T > &	splitted_loss,
		const SpMatrix< T > &	splitted_reg,
		const Matrix< T > &	multi_loss,
		const SpMatrix< T > &	multi_reg,
		T &	los,
		const T *	weights = `NULL`
	)

Definition at line 2829 of file fista.h.

References spams::Matrix< T >::addVecToCols(), spams::SpMatrix< T >::addVecToCols(), spams::Matrix< T >::copy(), spams::SpMatrix< T >::copy(), spams::Matrix< T >::dot(), spams::SpMatrix< T >::dot_direct(), spams::FISTA::ParamFISTA< T >::loss, spams::Matrix< T >::normFsq(), and spams::SpMatrix< T >::normFsq().

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template<typename T >

void spams::FISTA::LinADMM	(	const SplittingFunction< T, Matrix< T > > &	loss,
		const SplittingFunction< T, SpMatrix< T > > &	reg,
		const Vector< T > &	w0,
		Vector< T > &	w,
		Vector< T > &	optim_info,
		const ParamFISTA< T > &	param
	)

update primal_loss variables

update primal_reg variables

update w

update multipliers

stopping criterion

Definition at line 3073 of file fista.h.

Referenced by solver_admm().

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bool spams::FISTA::loss_for_matrices ( const loss_t & loss )

Definition at line 94 of file fista.h.

References CUR, and MULTILOG.

Referenced by solver().

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loss_t spams::FISTA::loss_from_string ( char * loss )

Definition at line 70 of file fista.h.

References CUR, HINGE, INCORRECT_LOSS, LOG, LOGWEIGHT, MULTILOG, SQUARE, and SQUARE_MISSING.

template<typename T >

bool spams::FISTA::param_for_admm ( const ParamFISTA< T > & param )

Definition at line 236 of file fista.h.

References spams::FISTA::ParamFISTA< T >::admm, GRAPH, GRAPH_L2, HINGE, spams::FISTA::ParamFISTA< T >::loss, NONE, spams::FISTA::ParamFISTA< T >::regul, and SQUARE.

Referenced by print_info_solver(), and solver().

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template<typename T >

void spams::FISTA::print_info_solver ( const ParamFISTA< T > & param )

Definition at line 3275 of file fista.h.

Referenced by solver().

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void spams::FISTA::print_loss ( const loss_t & loss )

Definition at line 81 of file fista.h.

References CUR, HINGE, LOG, LOGWEIGHT, MULTILOG, SQUARE, and SQUARE_MISSING.

Referenced by print_info_solver().

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void spams::FISTA::print_regul ( const regul_t & regul )

Definition at line 98 of file fista.h.

References ELASTICNET, FUSEDLASSO, GRAPH, GRAPH_L2, GRAPH_PATH_L0, GRAPH_RIDGE, GRAPHMULT, GROUPLASSO_L2, GROUPLASSO_L2_L1, GROUPLASSO_LINF, GROUPLASSO_LINF_L1, L0, L1, L1CONSTRAINT, L1L2, L1L2_L1, L1LINF, L1LINF_L1, L1LINFCR, L2, LINF, NONE, RANK, RANK_VEC, RIDGE, TRACE_NORM, TRACE_NORM_VEC, TREE_L0, TREE_L2, TREE_LINF, and TREEMULT.

Referenced by EvalGraphPath(), print_info_solver(), and PROX().

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template<typename T >

void spams::FISTA::PROX	(	const Matrix< T > &	alpha0,
		Matrix< T > &	alpha,
		const ParamFISTA< T > &	param,
		Vector< T > &	val_loss,
		const GraphStruct< T > *	graph_st = `NULL`,
		const TreeStruct< T > *	tree_st = `NULL`,
		const GraphPathStruct< T > *	graph_path_st = `NULL`
	)

bool spams::FISTA::regul_for_matrices ( const regul_t & regul )

Definition at line 136 of file fista.h.

References GRAPHMULT, L1L2, L1L2_L1, L1LINF, L1LINF_L1, L1LINFCR, RANK, TRACE_NORM, and TREEMULT.

Referenced by EvalGraphPath(), PROX(), and solver().

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regul_t spams::FISTA::regul_from_string ( char * regul )

Definition at line 34 of file fista.h.

References ELASTICNET, FUSEDLASSO, GRAPH, GRAPH_L2, GRAPH_PATH_CONV, GRAPH_PATH_L0, GRAPH_RIDGE, GRAPHMULT, GROUPLASSO_L2, GROUPLASSO_L2_L1, GROUPLASSO_LINF, GROUPLASSO_LINF_L1, INCORRECT_REG, L0, L1, L1CONSTRAINT, L1L2, L1L2_L1, L1LINF, L1LINF_L1, L1LINFCR, L2, LINF, NONE, RANK, RANK_VEC, RIDGE, TRACE_NORM, TRACE_NORM_VEC, TREE_L0, TREE_L2, TREE_LINF, and TREEMULT.

template<typename T >

SplittingFunction<T, SpMatrix<T> >* spams::FISTA::setRegularizerADMM	(	const ParamFISTA< T > &	param,
		const GraphStruct< T > *	graph_st = `NULL`,
		const TreeStruct< T > *	tree_st = `NULL`
	)

Definition at line 3156 of file fista.h.

References spams::FISTA::ParamFISTA< T >::clever, spams::FISTA::ParamReg< T >::clever, GRAPH, GRAPH_L2, spams::FISTA::ParamReg< T >::graph_st, spams::FISTA::ParamFISTA< T >::intercept, spams::FISTA::ParamReg< T >::intercept, spams::FISTA::ParamReg< T >::linf, NONE, spams::FISTA::ParamFISTA< T >::pos, spams::FISTA::ParamReg< T >::pos, spams::FISTA::ParamFISTA< T >::regul, spams::FISTA::ParamFISTA< T >::resetflow, spams::FISTA::ParamReg< T >::resetflow, and spams::FISTA::ParamReg< T >::tree_st.

Referenced by solver().

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template<typename T >

Regularizer<T, Matrix<T> >* spams::FISTA::setRegularizerMatrices	(	const ParamFISTA< T > &	param,
		const int	m,
		const int	n,
		const GraphStruct< T > *	graph_st = `NULL`,
		const TreeStruct< T > *	tree_st = `NULL`,
		const GraphPathStruct< T > *	graph_path_st = `NULL`
	)

Definition at line 3226 of file fista.h.

Referenced by PROX(), and solver().

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template<typename T >

Regularizer<T>* spams::FISTA::setRegularizerVectors	(	const ParamFISTA< T > &	param,
		const GraphStruct< T > *	graph_st = `NULL`,
		const TreeStruct< T > *	tree_st = `NULL`,
		const GraphPathStruct< T > *	graph_path_st = `NULL`
	)

Definition at line 3177 of file fista.h.

Referenced by PROX(), and solver().

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template<typename T >

void spams::FISTA::solver	(	const Matrix< T > &	X,
		const AbstractMatrixB< T > &	D,
		const Matrix< T > &	alpha0,
		Matrix< T > &	alpha,
		const ParamFISTA< T > &	param1,
		Matrix< T > &	optim_info,
		const GraphStruct< T > *	graph_st = `NULL`,
		const TreeStruct< T > *	tree_st = `NULL`,
		const GraphPathStruct< T > *	graph_path_st = `NULL`
	)

AbstractMatrixB is basically either SpMatrix or Matrix.

(loss not for matrices and regul for matrices) or CUR

Definition at line 3436 of file fista.h.

Referenced by callFunction().

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template<typename T >

void spams::FISTA::solver_admm	(	const Matrix< T > &	X,
		const Matrix< T > &	alpha0,
		Matrix< T > &	alpha,
		Matrix< T > &	optim_info,
		SplittingFunction< T, SpMatrix< T > > **	regularizers,
		SplittingFunction< T, Matrix< T > > **	losses,
		const ParamFISTA< T > &	param
	)

Definition at line 3312 of file fista.h.

References spams::FISTA::ParamFISTA< T >::admm, ADMM(), spams::FISTA::ParamFISTA< T >::lin_admm, LinADMM(), spams::Matrix< T >::n(), spams::Matrix< T >::refCol(), and spams::Matrix< T >::resize().

Referenced by solver().

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template<typename T >

void spams::FISTA::solver_aux1	(	const Matrix< T > &	X,
		const Matrix< T > &	alpha0,
		Matrix< T > &	alpha,
		Matrix< T > &	optim_info,
		Regularizer< T, Vector< T > > **	regularizers,
		Loss< T, Vector< T > > **	losses,
		const ParamFISTA< T > &	param
	)

Definition at line 3348 of file fista.h.

References FISTA_Generic(), spams::FISTA::ParamFISTA< T >::ista, ISTA_Generic(), spams::Matrix< T >::n(), spams::Matrix< T >::refCol(), spams::Matrix< T >::resize(), spams::FISTA::ParamFISTA< T >::subgrad, subGradientDescent_Generic(), and spams::FISTA::ParamFISTA< T >::verbose.

Referenced by solver().

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template<typename T >

void spams::FISTA::solver_aux2	(	const Matrix< T > &	X,
		const Matrix< T > &	alpha0,
		Matrix< T > &	alpha,
		Matrix< T > &	optim_info,
		Regularizer< T, Matrix< T > > **	regularizers,
		Loss< T, Matrix< T > > **	losses,
		const ParamFISTA< T > &	param
	)

Definition at line 3393 of file fista.h.

References FISTA_Generic(), spams::FISTA::ParamFISTA< T >::ista, ISTA_Generic(), spams::Matrix< T >::n(), spams::Matrix< T >::refCol(), spams::Matrix< T >::refSubMat(), spams::Matrix< T >::resize(), spams::FISTA::ParamFISTA< T >::subgrad, subGradientDescent_Generic(), and spams::FISTA::ParamFISTA< T >::verbose.

Referenced by solver().

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template<typename T , typename D , typename E >

void spams::FISTA::subGradientDescent_Generic	(	Loss< T, D, E > &	loss,
		Regularizer< T, D > &	regularizer,
		const D &	x0,
		D &	x,
		Vector< T > &	optim_info,
		const ParamFISTA< T > &	param
	)

print loss

compute gradient

Definition at line 2599 of file fista.h.

Referenced by solver(), solver_aux1(), and solver_aux2().

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template<typename T >

void spams::FISTA::update_multipliers_ADMM	(	Vector< T > &	w,
		const Matrix< T > &	splitted_w_loss,
		const Matrix< T > &	multipliers_w_loss,
		const SpMatrix< T > &	splitted_w_reg,
		const SpMatrix< T > &	multipliers_w_reg,
		const T	gamma
	)

Definition at line 2856 of file fista.h.

References spams::Vector< T >::add(), spams::Vector< T >::copy(), spams::Vector< T >::div(), spams::SpVector< T >::L(), spams::Matrix< T >::n(), spams::Vector< T >::n(), spams::SpMatrix< T >::n(), spams::SpVector< T >::r(), spams::SpMatrix< T >::refCol(), spams::Vector< T >::set(), and spams::Matrix< T >::sum_cols().

Referenced by ADMM().

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template<typename T >

void spams::FISTA::update_multipliers_LinADMM	(	Vector< T > &	w,
		const SpMatrix< T > &	splitted_w_reg,
		const SpMatrix< T > &	multipliers_w_reg,
		const T	gamma,
		const T	delta
	)

Definition at line 3044 of file fista.h.

References spams::Vector< T >::add(), spams::Vector< T >::div(), spams::FISTA::ParamFISTA< T >::gamma, spams::SpVector< T >::L(), spams::Vector< T >::n(), spams::SpMatrix< T >::n(), spams::SpVector< T >::r(), spams::SpMatrix< T >::refCol(), and spams::Vector< T >::set().

Referenced by LinADMM().

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template<typename T >

void spams::FISTA::update_multipliers_weighted_ADMM	(	Vector< T > &	w,
		const Matrix< T > &	splitted_w_loss,
		const Matrix< T > &	multipliers_w_loss,
		const SpMatrix< T > &	splitted_w_reg,
		const SpMatrix< T > &	multipliers_w_reg,
		const T	gamma,
		const T *	inner_weights
	)

Definition at line 2892 of file fista.h.

References spams::Vector< T >::add(), spams::Vector< T >::copy(), spams::Vector< T >::div(), spams::SpVector< T >::L(), spams::Matrix< T >::n(), spams::Vector< T >::n(), spams::SpMatrix< T >::n(), spams::SpVector< T >::r(), spams::SpMatrix< T >::refCol(), spams::Vector< T >::set(), spams::Matrix< T >::sum_cols(), and spams::SpVector< T >::v().

Referenced by ADMM().

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template<typename T >

void spams::FISTA::writeLog	(	const int	iter,
		const T	time,
		const T	primal,
		const T	dual,
		char *	name
	)

Definition at line 2587 of file fista.h.

Referenced by ADMM(), FISTA_Generic(), ISTA_Generic(), LinADMM(), and subGradientDescent_Generic().

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