pgd.h File Reference

Proximal Gradient Descent solver implementation for SLOPE. More...

#include "../losses/loss.h"
#include "../math.h"
#include "../sorted_l1_norm.h"
#include "solver.h"
#include <Eigen/Dense>
#include <Eigen/SparseCore>
#include <memory>

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Classes
class	slope::PGD
	Proximal Gradient Descent solver for SLOPE optimization. More...

Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Detailed Description

Proximal Gradient Descent solver implementation for SLOPE.

Definition in file pgd.h.