L1 optimization of "lambda" function in python

Hi guys, does anyone knows about a L1 optimization package that accepts a "lambda" function as input? I know about L1General but it is in Matlab and I was looking for something in python. I tried to google it but I got no results (or couldn't understand what they were doing). +1 if the package has Fast Iterative Shrinkage-Thresholding Algorithm (FISTA).

So, any help will be welcome.

asked Sep 09 '13 at 14:27

eder
216●2●5●11

What do you mean by lambda function? Usually you need to provide a value and gradient. If you can compute those there are many options, including the code from http://stronglyconvex.com/blog.html , which has fista and others.

(Sep 10 '13 at 09:01) Alexandre Passos ♦

Yeah, I'm sorry! I mean an optimization that technique that accepts a gradient function as input...

(Sep 10 '13 at 10:58) eder

Subscription:

Once you sign in you will be able to subscribe for any updates here

Tags:

optimization ×136
python ×97
l1 ×15

Asked: Sep 09 '13 at 14:27

Seen: 947 times

Last updated: Sep 10 '13 at 10:58

L1 optimization of "lambda" function in python

Subscription:

Related questions