R/CL_rho.R

In CLSOCP: A smoothing Newton method SOCP solver

######################################################################
#Copyright Jason Rudy & Faramarz Valafar 2009-2010

#This program is free software: you can redistribute it and/or modify
#it under the terms of the GNU General Public License as published by
#the Free Software Foundation, either version 3 of the License, or
#(at your option) any later version.

#This program is distributed in the hope that it will be useful,
#but WITHOUT ANY WARRANTY; without even the implied warranty of
#MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#GNU General Public License for more details.

#You should have received a copy of the GNU General Public License
#along with this program.  If not, see <http://www.gnu.org/licenses/>.
######################################################################

CL_rho <-
function(normH, gamma){
	gamma * normH * min(1, normH)
}