Overview¶
The library porvides algorithms and utilities to optimize non-smooth functions, i.e., to solve
where 
is a smooth function (called loss function) and 
is a non-smooth function (called penalty function).
The argument 
is the coefficient, and the result of any optimization is the optimum.
All optimizers support one or more loss and penalty functions. Static polymorphism through the extensive use of templating allows nsoptim to select the best version of an optimizer for the given combination of loss and penalty function.