diff --git a/pyproximal/optimization/cls_primal.py b/pyproximal/optimization/cls_primal.py index 9a21e83..c055e78 100644 --- a/pyproximal/optimization/cls_primal.py +++ b/pyproximal/optimization/cls_primal.py @@ -2218,9 +2218,9 @@ def setup( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector (not required when ``gfirst=False``, can pass ``None``) tau : :obj:`float` - Positive scalar weight, which should satisfy the following condition - to guarantees convergence: :math:`\tau \in (0, 1/L]` where ``L`` is - the Lipschitz constant of :math:`\nabla f`. + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. z0 : :obj:`numpy.ndarray`, optional Initial z vector (not required when ``gfirst=True``) gfirst : :obj:`bool`, optional @@ -2425,9 +2425,9 @@ def solve( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector (not required when ``gfirst=False``, can pass ``None``) tau : :obj:`float` - Positive scalar weight, which should satisfy the following condition - to guarantees convergence: :math:`\tau \in (0, 1/L]` where ``L`` is - the Lipschitz constant of :math:`\nabla f`. + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. z0 : :obj:`numpy.ndarray`, optional Initial z vector (not required when ``gfirst=True``) gfirst : :obj:`bool`, optional @@ -2582,8 +2582,9 @@ def setup( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float` - Positive scalar weight, which should satisfy the following condition - to guarantees convergence: :math:`\tau \in (0, 1/\lambda_{max}(\mathbf{A}^H\mathbf{A})]`. + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. z0 : :obj:`numpy.ndarray` Initial auxiliary vector. If ``None``, initialized to ``A @ x0``. gfirst : :obj:`bool`, optional @@ -2840,9 +2841,9 @@ def solve( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector (not required when ``gfirst=False``, can pass ``None``) tau : :obj:`float` - Positive scalar weight, which should satisfy the following condition - to guarantees convergence: :math:`\tau \in (0, 1/L]` where ``L`` is - the Lipschitz constant of :math:`\nabla f`. + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. z0 : :obj:`numpy.ndarray`, optional Initial z vector (not required when ``gfirst=True``) gfirst : :obj:`bool`, optional @@ -3002,9 +3003,7 @@ def setup( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float`, optional - Positive scalar weight, which should satisfy the following - condition to guarantee convergence: :math:`\mu \in (0, - \tau/\lambda_{max}(\mathbf{A}^H\mathbf{A})]`. + Positive scalar weight. mu : :obj:`float`, optional Second positive scalar weight, which should satisfy the following condition to guarantees convergence: :math:`\mu \in (0, @@ -3209,9 +3208,7 @@ def solve( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float`, optional - Positive scalar weight, which should satisfy the following - condition to guarantee convergence: :math:`\mu \in (0, - \tau/\lambda_{max}(\mathbf{A}^H\mathbf{A})]`. + Positive scalar weight. mu : :obj:`float`, optional Second positive scalar weight, which should satisfy the following condition to guarantees convergence: :math:`\mu \in (0, @@ -4447,7 +4444,9 @@ def setup( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float` - Positive scalar weight + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. niter : :obj:`int`, optional Number of iterations (default to ``None`` in case a user wants to manually step over the solver) @@ -4639,7 +4638,9 @@ def solve( # type: ignore[override] x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float` - Positive scalar weight + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. niter : :obj:`int`, optional Number of iterations of iterative scheme. tol : :obj:`float`, optional diff --git a/pyproximal/optimization/primal.py b/pyproximal/optimization/primal.py index 36abf03..698ddfa 100644 --- a/pyproximal/optimization/primal.py +++ b/pyproximal/optimization/primal.py @@ -698,9 +698,9 @@ def ADMM( x0 : :obj:`numpy.ndarray` Initial vector (not required when ``gfirst=False``, can pass ``None``) tau : :obj:`float` - Positive scalar weight, which should satisfy the following condition - to guarantees convergence: :math:`\tau \in (0, 1/L]` where ``L`` is - the Lipschitz constant of :math:`\nabla f`. + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. niter : :obj:`int` Number of iterations of iterative scheme z0 : :obj:`numpy.ndarray`, optional @@ -822,8 +822,9 @@ def ADMML2( x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float` - Positive scalar weight, which should satisfy the following condition - to guarantees convergence: :math:`\tau \in (0, 1/\lambda_{max}(\mathbf{A}^H\mathbf{A})]`. + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. niter : :obj:`int`, optional Number of iterations of iterative scheme z0 : :obj:`numpy.ndarray` @@ -944,9 +945,7 @@ def LinearizedADMM( x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float`, optional - Positive scalar weight, which should satisfy the following - condition to guarantee convergence: :math:`\mu \in (0, - \tau/\lambda_{max}(\mathbf{A}^H\mathbf{A})]`. + Positive scalar weight. mu : :obj:`float`, optional Second positive scalar weight, which should satisfy the following condition to guarantees convergence: :math:`\mu \in (0, @@ -1372,7 +1371,9 @@ def ConsensusADMM( # pylint: disable=invalid-name x0 : :obj:`numpy.ndarray` Initial vector tau : :obj:`float` - Positive scalar weight + Positive scalar weight. Convergence holds for any + :math:`\tau > 0` in the convex case, but its value affects the + convergence speed. niter : :obj:`int`, optional Number of iterations of iterative scheme. tol : :obj:`float`, optional