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dmeoli committed Jun 1, 2020
1 parent a8cbb1d commit 3dbb642
Showing 1 changed file with 20 additions and 3 deletions.
23 changes: 20 additions & 3 deletions optiml/opti/unconstrained/proximal_bundle.py
Original file line number Diff line number Diff line change
Expand Up @@ -73,9 +73,26 @@ class ProximalBundle(Optimizer):
# number of iterations: x is the bast solution found so far, but not
# necessarily the optimal one

def __init__(self, f, x, mu=1, m1=0.01, eps=1e-6, max_iter=1000, m_inf=-np.inf, master_solver='ecos',
callback=None, callback_args=(), verbose=False, master_verbose=False):
super().__init__(f, x, eps, max_iter, callback, callback_args, verbose)
def __init__(self,
f,
x,
mu=1,
m1=0.01,
eps=1e-6,
max_iter=1000,
m_inf=-np.inf,
master_solver='ecos',
callback=None,
callback_args=(),
verbose=False,
master_verbose=False):
super().__init__(f=f,
x=x,
eps=eps,
max_iter=max_iter,
callback=callback,
callback_args=callback_args,
verbose=verbose)
if not mu > 0:
raise ValueError('mu must be > 0')
self.mu = mu
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