Getting Started Guide

Contents

Computation

Input

The objective function accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms .
Input ID
Input
argument
Numeric table of size
p
x 1with the input argument of the objective function.

Parameters

The objective function has the following parameters:
Parameter
Default Value
Description
resultsToCompute
gradient
The 64-bit integer flag that specifies which characteristics of the objective function to compute.
Provide one of the following values to request a single characteristic or use bitwise OR to request a combination of the characteristics:
value
Value of the objective function
nonSmoothTermValue
Value of non-smooth term of the objective function
gradient
Gradient of the smooth term of the objective function
hessian
Hessian of smooth term of the objective function
proximalProjection
Projection of proximal operator for non-smooth term of the objective function
lipschitzConstant
Lipschitz constant of the smooth term of the objective function
gradientOverCertainFeature
Certain component of gradient vector
hessianOverCertainFeature
Certain component of hessian diagonal
proximalProjectionOfCertainFeature
Certain component of proximal projection

Output

The objective function calculates the result described below. Pass the Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms .
Result ID
Result
valueIdx
Numeric table of size 1 x 1 with the value of the objective function in the given argument.
nonSmoothTermValueIdx
Numeric table of size 1 x 1 with the value of the non-smooth term of the objective function in the given argument.
gradientIdx
Numeric table of size
p
x 1 with the gradient of the smooth term of the objective function in the given argument.
hessianIdx
Numeric table of size
p
x
p
with the Hessian of the smooth term of the objective function in the given argument.
proximalProjectionIdx
Numeric table of size
p
x 1 with the projection of proximal operator for non-smooth term of the objective function in the given argument.
lipschitzConstantIdx
Numeric table of size 1 x 1 with Lipschitz constant of the smooth term of the objective function.
gradientOverCertainFeatureIdx
Numeric table of size 1 x 1 with certain component of gradient vector.
hessianOverCertainFeatureIdx
Numeric table of size 1 x 1 with certain component of hessian diagonal.
proximalProjectionOverCertainFeatureIdx
Numeric table of size 1 x 1 with certain component of proximal projection.
  • If the function result is not requested through the
    resultsToCompute
    parameter, the respective element of the result contains a
    NULL
    pointer.
  • By default, each numeric table specified by the collection elements is an object of the
    HomogenNumericTable
    class, but you can define the result as an object of any class derived from
    NumericTable
    , except for
    PackedSymmetricMatrix
    ,
    PackedTriangularMatrix
    , and
    CSRNumericTable
    .
  • Hessian matrix is computed for the objective function
    . For the objective functions
    with
    p
    < 2 the library will stop computations and report the status on non-availability of the computation of the Hessian.
  • If Lipschitz constant
    constantOfLipschitz
    is not estimated explicitly, pointer to result numeric table is required to be set to
    nullptr
    .

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804