gsubg uses N.Zhurbenko ( http://openopt.org/NikolayZhurbenko ) epsilon-subgradient method ralg and amsg2p use other algorithms --- Исходное сообщение --- От кого: "Henry Gomersall" <[email protected]> Кому: "Discussion of Numerical Python" <[email protected]> Дата: 16 июля 2012, 21:47:47 Тема: Re: [Numpy-discussion] routine for linear least norms problems with specifiable accuracy > On Mon, 2012-07-16 at 20:35 +0300, Dmitrey wrote: > I have wrote a routine to solve dense / sparse problems > min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1 > + beta2 * ||x||^2} > with specifiable accuracy fTol > 0: abs(f-f*) <= fTol (this parameter > is handled by solvers gsubg and maybe amsg2p, latter requires known > good enough fOpt estimation). Constraints (box-bound, linear, > quadratic) also could be easily connected. > Interesting. What algorithm are you using? Henry _______________________________________________ NumPy-Discussion mailing [email protected]http://mail.scipy.org/mailman/listinfo/numpy-discussion
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