delta_k: Calculate delta used in armijo rule.

In MultiCNVDetect: Multiple Copy Number Variation Detection

Description

We choose alpha by armijo rule.It satisfies F(x+alpha*d)<=alpha*sigma*delta+F(x),where alpha is the largest element of alpha_init*beta^j,(j=0,1,...).In BCGD algorithm,the author defines delta by a function.(See more details in Reference)

Usage

delta_k(Y, X, D, lambda1, lambda2)

Arguments

Y	A n*m matrix.
X	A n*m matrix,should be the same size of Y.
D	A n*m matrix,the direction in each step,can be calculated by function calculate_direction.
lambda1	A real number larger than 0,the first penalty used in the model,controls the overall copy number alteration amount of the target chromosome.
lambda2	A real number larger than 0,the second penalty used in the model,controls the frequency of the alterations in the target region.

References

Paul Tseng and Sangwoon Yun(2009).A Coordinate Gradient Descent Method for Nonsmooth Separable Minimization. Math,117,387-423.

MultiCNVDetect documentation built on May 2, 2019, 2:49 p.m.