Utilities

The following utility routines are widely-used within first-order optimization methods, and some, such as Singular Value soft-Thresholding (SVT), warrant non-trivial implementations.

• Clip
• Coherence
• Covariance
• Frobenius prox
• Hinge-loss prox
• LogBarrier
• LogDetDiv
• Logistic prox
• Singular-value soft-thresholding
• Soft-thresholding