Source code for pyproximal.proximal.Intersection

import numpy as np
from pyproximal.ProxOperator import _check_tau
from pyproximal import ProxOperator
from pyproximal.projection import IntersectionProj

[docs]class Intersection(ProxOperator): r"""Intersection of multiple convex sets operator. Parameters ---------- k : :obj:`int` Size of vector to be projected n : :obj:`int` Number of vectors to be projected simultaneously sigma : :obj:`np.ndarray` or :obj:`int` Matrix of distances of size :math:`k \times k` (or single value in the case of constant matrix) k : :obj:`int`, optional Number of iterations tol : :obj:`float`, optional Toleance of update call : :obj:`bool`, optional Evalutate call method (``True``) or not (``False``) Notes ----- As the Intersection is an indicator function, the proximal operator corresponds to its orthogonal projection (see :class:`pyproximal.projection.IntersectionProj` for details. """ def __init__(self, k, n, sigma, niter=100, tol=1e-5, call=True): super().__init__(None, False) self.k, self.n = k, n self.sigma = sigma if isinstance(sigma, np.ndarray) \ else sigma * np.ones((k, k)) = call self.ic = IntersectionProj(k, n, sigma, niter=niter, tol=tol) def __call__(self, x, tol=1e-8): if not return False x = x.reshape(self.k, self.n) for i in range(self.n): for i1 in range(self.k - 1): for i2 in range(i1 + 1, self.k): if np.abs(x[i1, i] - x[i2, i]) > self.sigma[i1, i2] + tol: return False return True @_check_tau def prox(self, x, tau): return self.ic(x)