el0ps.datafit.BaseDatafit

class el0ps.datafit.BaseDatafit

Base class for datafit functions.

This class represent mathematical functions expressed as

\[\begin{split}\begin{align*} f : \mathbb{R}^m &\rightarrow \mathbb{R} \cup \{+\infty\} \\ \mathbf{w} &\mapsto f(\mathbf{w}) \end{align*}\end{split}\]

that are proper, lower-semicontinuous, convex, and differentiable with a Lipschitz-continuous gradient.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

conjugate(w)

Value of the convex conjugate of the function at w.

gradient(w)

Value of gradient at w.

gradient_lipschitz_constant()

Lipschitz constant of the gradient.

value(w)

Value of the function at w.