copt.utils.L1Norm¶
-
class
copt.utils.
L1Norm
(alpha)[source]¶ L1 norm, that is, the sum of absolute values:
\[\alpha\sum_i^d |x_i|\]Args: alpha: float
constant multiplying the L1 norm
Methods
__init__
(alpha)Initialize self.
prox
(x, step_size)Proximal operator of the L1 norm.
prox_factory
(n_features)Proximal operator of the L1 norm.