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Weighted Objective of the library? #55

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zzzace2000 opened this issue Oct 6, 2019 · 0 comments
Open

Weighted Objective of the library? #55

zzzace2000 opened this issue Oct 6, 2019 · 0 comments

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@zzzace2000
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zzzace2000 commented Oct 6, 2019

Hi,

Thank you for providing this great library.

I want to have a weighted objective in the first term in 1-dimensional weighted (l1) total variation denoising, such as:
min_x (0.5 ||W(x-y)||^2 + sum_i \lambda_i |x_i - x_(i-1)|) .

To do this, what kind of steps would you suggest? I notice the function tautString_TV1_Weighted is the C++ entry point, but just not sure which point I should touch. Any help is very appreciated!

Best,
Kingsley

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