copt.utils.L1Ball¶

class copt.utils.L1Ball(alpha)[source]¶

Indicator function over the L1 ball

This function is 0 if the sum of absolute values is less than or equal to alpha, and infinity otherwise.

__init__(alpha)[source]¶: Initialize self. See help(type(self)) for accurate signature.

Methods

`__init__`(alpha)	Initialize self.
`lmo`(u, x)	Solve the linear problem min_{\|\|s\|\|_1 <= alpha} <u, s>
`prox`(x, step_size)

lmo(u, x)[source]¶: Solve the linear problem min_{||s||_1 <= alpha} <u, s>