hex.optimization

Class ADMM

java.lang.Object

hex.optimization.ADMM

public class ADMM
extends java.lang.Object

Created by tomasnykodym on 3/2/15.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ADMM.L1Solver
static interface	ADMM.ProximalSolver

Constructor Summary

Constructors

Constructor and Description
ADMM()

Method Summary

Methods

Modifier and Type	Method and Description
static double	shrinkage(double x, double kappa)
static void	subgrad(double lambda, double[] beta, double[] grad)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ADMM

public ADMM()

Method Detail

shrinkage

public static double shrinkage(double x,
               double kappa)

subgrad

public static void subgrad(double lambda,
           double[] beta,
           double[] grad)