interior_point_fit: Interior point fit

Description Usage Arguments

View source: R/lr_funcs.r

Description

x contains lambda (dual var) as well

Usage

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interior_point_fit(
  f,
  dualf,
  gradf,
  Hf,
  x,
  m,
  mu = 10,
  eps = 1e-06,
  eps_feas = 1e-06
)

Arguments

f

objective function

dualf

dual objective function

gradf

residual vector

Hf

Hessian for residual

x

primal-dual point

m

number of inequality constraints

mu

interior-point step parameter

eps

tolerance for problem

eps_feas

tolerance for feasibility of primal-dual points


ant-stephenson/lhc documentation built on Jan. 28, 2021, 3:47 p.m.