screening.cpp File Reference

Implementation of screening rules for SLOPE regression optimization. More...

#include "screening.h"
#include "kkt_check.h"
#include "slope/math.h"
#include "utils.h"
#include <Eigen/Core>
#include <stdexcept>

Include dependency graph for screening.cpp:

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
std::vector< int >	slope::activeSet (const Eigen::VectorXd &beta)
	Identifies previously active variables.
std::vector< int >	slope::strongSet (const Eigen::VectorXd &gradient_prev, const Eigen::ArrayXd &lambda, const Eigen::ArrayXd &lambda_prev)
	Determines the strong set using sequential strong rules.
std::unique_ptr< ScreeningRule >	slope::createScreeningRule (const std::string &screening_type)
	Creates a screening rule based on the provided type.

Detailed Description

Implementation of screening rules for SLOPE regression optimization.

Definition in file screening.cpp.