solver#

Module path: cuqi.solver

Functions

ProjectBox

(Euclidean) projection onto a box.

ProjectNonnegative

(Euclidean) projection onto the nonnegative orthant.

ProximalL1

(Euclidean) proximal operator of the |x|_1 norm.

Classes

ADMM

Alternating Direction Method of Multipliers for solving regularized linear least squares problems of the form: Minimize ||Ax-b||^2 + sum_i f_i(L_i x), where the sum ranges from 1 to an arbitrary n.

CGLS

Conjugate Gradient method for unsymmetric linear equations and least squares problems.

FISTA

Fast Iterative Shrinkage-Thresholding Algorithm for regularized least squares problems.

LM

Levenberg-Marquardt algorithm for nonlinear least-squares problems.

LS

Wrapper for scipy.optimize.least_squares().

L_BFGS_B

Wrapper for scipy.optimize.fmin_l_bfgs_b().

PDHG

Primal-Dual Hybrid Gradient algorithm.

maximize

Simply calls ::class:: cuqi.solver.minimize with -func.

minimize

Wrapper for scipy.optimize.minimize().