initialize-methods: constructor for Optimizer
In frankongre/RcppGLM: Parallel Generalization Linear Mode

constructor for Optimizer

## S4 method for signature 'Optimizer'
initialize(.Object, p, w = NULL,
  direction = c("gradient", "newton", "stochastic gradient"),
  stepsize = c("wolfe", "backtrack"), wtol = 1e-07, gtol = 1e-07,
  ftol = 1e-07, iter = 100, t = 1, ...)

`p`	optimization problem class
`direction`	character c("gradient", "newton", "stochastic gradient")
`stepsize`	character c("wolfe", "backtrack")
`wtol`	coefficient criteria for stop iteration
`gtol`	gradient tolerance
`ftol`	function value tolerance
`w0`	initialization coefficient matrix
`maxiter`	maximum iteration; default = 100

1
2
3

data(mini_mnist)
LR <- new("logisticRegression", X=mini_mnist$train$images, Y=mini_mnist$train$labels, lambda=0.5)
O  <- new("Optimizer", p = LR, w = matrix(0, nrow = 784, ncol = 10), iter = 1000)