wood_inv_solve: Compute the inverse approximate Hessian of the majorization...
In splitFeas: Multi-Set Split Feasibility
Description
Compute the inverse approximate Hessian of the majorization using the Woodbury inversion formula.
wood_inv_solve computes the inverse of the Hessian term of the majorization of the proximity function
using the Woodbury formula. The function mmqn_step invokes wood_inv_solve instead of ddg if the argument
woodbury=TRUE. This should be used when p << n.
Usage
1
wood_inv_solve(x, v, w, hgrad, df)
Arguments
x
non-anchor point
v
weights for first set of constraints
w
weights for second set of constraints
hgrad
Handle for output mapping Jacobian
df
Right hand side
splitFeas documentation built on May 2, 2019, 2:52 p.m.
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Description
Compute the inverse approximate Hessian of the majorization using the Woodbury inversion formula.
wood_inv_solve computes the inverse of the Hessian term of the majorization of the proximity function
using the Woodbury formula. The function mmqn_step invokes wood_inv_solve instead of ddg if the argument
woodbury=TRUE. This should be used when p << n.
Usage
1 | wood_inv_solve(x, v, w, hgrad, df)
|
Arguments
x |
non-anchor point |
v |
weights for first set of constraints |
w |
weights for second set of constraints |
hgrad |
Handle for output mapping Jacobian |
df |
Right hand side |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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