copt.utils.TraceBall¶
-
class
copt.utils.
TraceBall
(alpha, shape)[source]¶ Projection onto the trace (aka nuclear) norm, sum of singular values
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