pyproximal.NuclearBall#

class pyproximal.NuclearBall(dims, radius, maxiter=100, xtol=1e-05)[source]#

Nuclear ball proximal operator.

Proximal operator of the Nuclear ball: \(N_{r} = \{ \mathbf{X}: \|\mathbf{X}\|_* \leq r \}\).

Parameters
dimstuple

Dimensions of input matrix

radiusfloat

Radius

maxiterint, optional

Maximum number of iterations used by scipy.optimize.bisect

xtolfloat, optional

Absolute tolerance of scipy.optimize.bisect

Notes

As the Nuclear ball is an indicator function, the proximal operator corresponds to its orthogonal projection (see pyproximal.projection.NuclearBallProj for details.

Methods

__init__(dims, radius[, maxiter, xtol])

affine_addition(v)

Affine addition

chain(g)

Chain

grad(x)

Compute gradient

postcomposition(sigma)

Postcomposition

precomposition(a, b)

Precomposition

prox(**kwargs)

proxdual(**kwargs)

Examples using pyproximal.NuclearBall#

Low-Rank completion via SVD

Low-Rank completion via SVD