Source code for pygsp.optimization

# -*- coding: utf-8 -*-

r"""
The :mod:`pygsp.optimization` module provides tools to solve convex
optimization problems on graphs.
"""

from pygsp import utils


logger = utils.build_logger(__name__)


def _import_pyunlocbox():
    try:
        from pyunlocbox import functions, solvers
    except Exception as e:
        raise ImportError('Cannot import pyunlocbox, which is needed to solve '
                          'this optimization problem. Try to install it with '
                          'pip (or conda) install pyunlocbox. '
                          'Original exception: {}'.format(e))
    return functions, solvers


[docs]def prox_tv(x, gamma, G, A=None, At=None, nu=1, tol=10e-4, maxit=200, use_matrix=True): r""" Total Variation proximal operator for graphs. This function computes the TV proximal operator for graphs. The TV norm is the one norm of the gradient. The gradient is defined in the function :meth:`pygsp.graphs.Graph.grad`. This function requires the PyUNLocBoX to be executed. This function solves: :math:`sol = \min_{z} \frac{1}{2} \|x - z\|_2^2 + \gamma \|x\|_{TV}` Parameters ---------- x: int Input signal gamma: ndarray Regularization parameter G: graph object Graphs structure A: lambda function Forward operator, this parameter allows to solve the following problem: :math:`sol = \min_{z} \frac{1}{2} \|x - z\|_2^2 + \gamma \| A x\|_{TV}` (default = Id) At: lambda function Adjoint operator. (default = Id) nu: float Bound on the norm of the operator (default = 1) tol: float Stops criterion for the loop. The algorithm will stop if : :math:`\frac{n(t) - n(t - 1)} {n(t)} < tol` where :math:`n(t) = f(x) + 0.5 \|x-y\|_2^2` is the objective function at iteration :math:`t` (default = :math:`10e-4`) maxit: int Maximum iteration. (default = 200) use_matrix: bool If a matrix should be used. (default = True) Returns ------- sol: solution Examples -------- """ if A is None: def A(x): return x if At is None: def At(x): return x tight = 0 l1_nu = 2 * G.lmax * nu if use_matrix: def l1_a(x): return G.Diff * A(x) def l1_at(x): return G.Diff * At(D.T * x) else: def l1_a(x): return G.grad(A(x)) def l1_at(x): return G.div(x) functions, _ = _import_pyunlocbox() functions.norm_l1(x, gamma, A=l1_a, At=l1_at, tight=tight, maxit=maxit, verbose=verbose, tol=tol)