kkt_check.h File Reference

Karush-Kuhn-Tucker (KKT) optimality condition checking for SLOPE regression. More...

#include <Eigen/Core>

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Typedefs
using	slope::ArrayXb = Eigen::Array< bool, Eigen::Dynamic, 1 >
	Dynamic-size column vector of boolean values Wrapper around Eigen::Array<bool, Eigen::Dynamic, 1>
using	slope::ArrayXXb = Eigen::Array< bool, Eigen::Dynamic, Eigen::Dynamic >
	Dynamic-size matrix of boolean values Wrapper around Eigen::Array<bool, Eigen::Dynamic, Eigen::Dynamic>

Functions
std::vector< int >	slope::kktCheck (const Eigen::VectorXd &gradient, const Eigen::VectorXd &beta, const Eigen::ArrayXd &lambda, const std::vector< int > &strong_set)
	Checks KKT conditions for SLOPE optimization.

Detailed Description

Karush-Kuhn-Tucker (KKT) optimality condition checking for SLOPE regression.

Definition in file kkt_check.h.