README.md
In andland/FOptM: Optimizes functions under orthonormal constraints (Stiefel Manifold)
FOptM
This package includes a function to optimize functions under orthonormal constraints (Stiefel manifold) using the algorithm from the paper 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. It is a port of their MATLAB code, which can be found here.
Installation
You can install the package directly from Github using the devtools package.
# install.packages("devtools")
devtools::install_github("andland/FOptM")
andland/FOptM documentation built on May 30, 2019, 11:43 a.m.
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FOptM
This package includes a function to optimize functions under orthonormal constraints (Stiefel manifold) using the algorithm from the paper 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. It is a port of their MATLAB code, which can be found here.
Installation
You can install the package directly from Github using the devtools package.
# install.packages("devtools")
devtools::install_github("andland/FOptM")
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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