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proj_box.m
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proj_box.m
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function op = proj_box(l,u)
%PROJ_BOX Projection onto box constraints.
%PROJ_BOX(l,u) Projection onto the box { l <= x <= u }
% If l or u is the empty matrix [], then the constraint is not
% enforced (e.g. PROJ_BOX([],1) is the set { x <= 1 },
% and PROJ_BOX(0) is the set { 0 <= x } )
% The parameters l and u may also be vectors or matrixes
% of the same size as x.
%
% OP = PROJ_BOX returns an implementation of this projection.
%
% Dual function: prox_boxDual.m
% See also prox_boxDual
% warning: doesn't check to ensure l <= u
error(nargchk(1,2,nargin));
if nargin < 2, u = []; end
%op = @proj_Rplus_impl;
% bugfix, March 2011:
op = @(varargin)proj_Rplus_impl(l,u,varargin{:});
function [ v, x ] = proj_Rplus_impl( l, u, x, t )
v = 0;
switch nargin,
case 3,
if nargout == 2,
error( 'This function is not differentiable.' );
end
if any( x < l ) || any( x > u )
v = Inf;
end
case 4,
if ~isempty(l)
x = max( x, l );
end
if ~isempty(u)
x = min( x, u );
end
otherwise,
error( 'Wrong number of arguments.' );
end
% TFOCS v1.3 by Stephen Becker, Emmanuel Candes, and Michael Grant.
% Copyright 2013 California Institute of Technology and CVX Research.
% See the file LICENSE for full license information.