default_functionals

Default functionals defined on any space similar to R^n or L^2.

Classes

ConstantFunctional(*args, **kwargs)

The constant functional.

GroupL1Norm(*args, **kwargs)

The functional corresponding to the mixed L1-Lp norm on ProductSpace.

Huber(*args, **kwargs)

The Huber functional.

IdentityFunctional(*args, **kwargs)

Functional that maps a scalar to itself.

IndicatorBox(*args, **kwargs)

Indicator on some box shaped domain.

IndicatorGroupL1UnitBall(*args, **kwargs)

The convex conjugate to the mixed L1--Lp norm on ProductSpace.

IndicatorLpUnitBall(*args, **kwargs)

The indicator function on the unit ball in given the Lp norm.

IndicatorNonnegativity(*args, **kwargs)

Indicator on the set of non-negative numbers.

IndicatorNuclearNormUnitBall(*args, **kwargs)

Indicator on unit ball of nuclear norm for matrix valued functions.

IndicatorSimplex(*args, **kwargs)

Indicator functional of simplex.

IndicatorSumConstraint(*args, **kwargs)

Indicator functional of a unit sum constraint.

IndicatorZero(*args, **kwargs)

The indicator function of the singleton set {0}.

KullbackLeibler(*args, **kwargs)

The Kullback-Leibler divergence functional.

KullbackLeiblerConvexConj(*args, **kwargs)

The convex conjugate of Kullback-Leibler divergence functional.

KullbackLeiblerCrossEntropy(*args, **kwargs)

The Kullback-Leibler Cross Entropy divergence functional.

KullbackLeiblerCrossEntropyConvexConj(*args, ...)

The convex conjugate of Kullback-Leibler Cross Entorpy functional.

L1Norm(*args, **kwargs)

The functional corresponding to L1-norm.

L2Norm(*args, **kwargs)

The functional corresponding to the L2-norm.

L2NormSquared(*args, **kwargs)

The functional corresponding to the squared L2-norm.

LpNorm(*args, **kwargs)

The functional corresponding to the Lp-norm.

MoreauEnvelope(*args, **kwargs)

Moreau envelope of a convex functional.

NuclearNorm(*args, **kwargs)

Nuclear norm for matrix valued functions.

QuadraticForm(*args, **kwargs)

Functional for a general quadratic form x^T A x + b^T x + c.

ScalingFunctional(*args, **kwargs)

Functional that scales the input argument by a value.

SeparableSum(*args, **kwargs)

The functional corresponding to separable sum of functionals.

ZeroFunctional(*args, **kwargs)

Functional that maps all elements in the domain to zero.