View source: R/Function_minorization.R
| Function_minorization | R Documentation |
This function allows the user to minorize the target function f(\boldsymbol{\theta}) at a given point \boldsymbol{\theta}^*.
Function_minorization(Function_obj, input)
Function_obj |
An R list depicting the target function. |
input |
The value |
An R list recording the surrogate function S(\boldsymbol{\theta}|\boldsymbol{\theta}^*)=S_C+\sum_{i=1}^pS_i(\theta_{i}|\boldsymbol{\theta}^*) where
the first p objects (named Surrogate_1, Surrogate_2, ..., Surrogate_p) record S_1(\theta_{1}|\boldsymbol{\theta}^*),\ldots,S_p(\theta_{p}|\boldsymbol{\theta}^*);
the final object (named Constant) records the constant S_C.
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