API Documentation for nsoptim

nsoptim is a C++ template library for non-smooth optimization, building upon the armadillo library for linear algebra.

• Overview
  • Dependencies and System Requirements
• Optimizer
  • General Optimizer interface
    • nsoptim::Optimizer
  • MM Optimizer
    • Convex Surrogate
    • nsoptim::MMConfiguration
    • nsoptim::MMOptimizer
  • Augmented Least Angle Regression (LARS) Optimizer
    • nsoptim::AugmentedLarsOptimizer
  • Linearized Alternative Direction Method of Moments (ADMM) Optimizer
    • Proximal Operator
    • nsoptim::AdmmLinearConfiguration
    • nsoptim::GenericLinearizedAdmmOptimizer
  • Alternative Direction Method of Moments (ADMM) Optimizer with Variable Step-Size
    • nsoptim::AdmmVarStepConfiguration
    • nsoptim::AdmmVarStepOptimizer
  • Dual Augmented Lagrangian (DAL)
    • nsoptim::DalEnConfiguration
    • nsoptim::DalEnOptimizer
  • References
• Penalty Functions
  • Non-Adaptive Elastic Net penalties
    • nsoptim::EnPenalty
    • nsoptim::LassoPenalty
    • nsoptim::RidgePenalty
  • Adaptive Elastic Net penalties
    • nsoptim::AdaptiveEnPenalty
    • nsoptim::AdaptiveLassoPenalty
• Loss Functions
  • Loss Functions for Regression Problems
    • nsoptim::LsRegressionLoss
    • nsoptim::WeightedLsRegressionLoss
• Metrics
  • nsoptim::Metrics
  • Configuration