[SciPy-user] argmin and optimization
Nils Wagner
nwagner@iam.uni-stuttgart...
Thu Jul 26 05:58:03 CDT 2007
Hi all,
I would like to implement an algorithm described by Golub and Liao.
Get the source from here: http://citeseer.ist.psu.edu/638954.html
The central question is the following. How do I implement the operator
P_\Omega(\cdot) in scipy ?
The definition is as follows (\LaTex notation)
P_\Omega(y) = \textrm{argmin}\limits_{x \in \Omega} \|x-y\|_2 \forall \,
y \in \mathds{R}^n
\Omega = \{ x \in \mathds{R}^n | <x,x> \le 1 \}.
I have attached a short script which implements the rest of the algorithm.
Any pointer how to implement P_\Omega(y) in scipy would be appreciated.
Thanks in advance
Nils
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