el0ps.solver.BaseSolver

class el0ps.solver.BaseSolver

Base class for solvers of L0-regularized problem.

The problem is expressed as

\[\textstyle\min_{\mathbf{x} \in \mathbb{R}^{n}} f(\mathbf{Ax}) + \lambda\|\mathbf{x}\|_0 + h(\mathbf{x})\]

where \(f\) is a el0ps.datafit.BaseDatafit function, \(\mathbf{A} \in \mathbb{R}^{m \times n}\) is a matrix, \(h\) is a el0ps.penalty.BasePenalty function, and \(\lambda\) is a positive scalar.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
solve(datafit, penalty, A, lmbd[, x_init])	Solve an L0-regularized problem.

Attributes

accept_jitclass

Return whether if the solver accepts a jitclass for the datafit and penalty function.