Description Usage Arguments References
qnamm
performs Quasi-Newton acceleration of an MM algorithm.
1 |
x |
initial iterate |
fx_mm |
MM algorithm map |
qn |
number of secants |
fx_obj |
handle to objective function |
max_iter |
maximum number of iterations |
tol |
convergence tolerance |
... |
Additional arguments to pass to |
H Zhou, D Alexander, and K Lange. (2011) A quasi-Newton acceleration method for high-dimensional optimization algorithms, Statistics and Computing, 21(2):261-273.
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