diff options
Diffstat (limited to 'ot/optim.py')
| -rw-r--r-- | ot/optim.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/ot/optim.py b/ot/optim.py index 6456c03..cc286b6 100644 --- a/ot/optim.py +++ b/ot/optim.py @@ -162,7 +162,8 @@ def cg(a, b, M, reg, f, df, G0=None, numItermax=200, numItermaxEmd=100000, The function solves the following optimization problem: .. math:: - \gamma = \mathop{\arg \min}_\gamma <\gamma, \mathbf{M}>_F + \mathrm{reg} \cdot f(\gamma) + \gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + + \mathrm{reg} \cdot f(\gamma) s.t. \ \gamma \mathbf{1} &= \mathbf{a} @@ -309,7 +310,8 @@ def gcg(a, b, M, reg1, reg2, f, df, G0=None, numItermax=10, The function solves the following optimization problem: .. math:: - \gamma = \mathop{\arg \min}_\gamma <\gamma, \mathbf{M}>_F + \mathrm{reg_1}\cdot\Omega(\gamma) + \mathrm{reg_2}\cdot f(\gamma) + \gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + + \mathrm{reg_1}\cdot\Omega(\gamma) + \mathrm{reg_2}\cdot f(\gamma) s.t. \ \gamma \mathbf{1} &= \mathbf{a} @@ -452,7 +454,7 @@ def solve_1d_linesearch_quad(a, b, c): .. math:: - \mathop{\arg \min}_{0 \leq x \leq 1} f(x) = ax^{2} + bx + c + \mathop{\arg \min}_{0 \leq x \leq 1} \quad f(x) = ax^{2} + bx + c Parameters ---------- |