spgl1.oneprojector

spgl1.oneprojector(b, d, tau)

One projector.

Projects b onto the (weighted) one-norm ball of radius tau. If d=1 solves the problem:

minimize_x  ||b-x||_2  subject to  ||x||_1 <= tau.

else:

minimize_x  ||b-x||_2  subject to  ||Dx||_1 <= tau.

Parameters:

b : ndarray

Input vector to be projected.

d : {ndarray, float}

Weight vector (or scalar)

tau : float

Radius of one-norm ball.

Returns:

x : array_like

Projected vector