andland/FOptM: Optimizes functions under orthonormal constraints (Stiefel Manifold)
Optimizes functions under orthonormal constraints (Stiefel Manifold). Based on the code provided by the authors of Zaiwen Wen and Wotao Yin. A Feasible method for Optimization with Orthogonality Constraints, Optimization Online, 11/2010. Also as Rice CAAM Tech Report TR10-26.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Andrew J. Landgraf |
| Maintainer | Andrew J. Landgraf <andland@gmail.com> |
| License | GPL-3 |
| Version | 0.1 |
| URL | https://github.com/andland/FOptM |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
