opt_sol_osqp: Optimal solution of SVHM

View source: R/sol_osqp_func.R

opt_sol_osqpR Documentation

Optimal solution of SVHM

Description

Uses the osqp package to solve the quadratic optimization problem defined by SVHM.

Usage

opt_sol_osqp(optimizazion_data, num_event_times, cost)

Arguments

num_event_times

number of event times in the training dataset

cost

cost parameter of the support vector machine of type numeric

optimization_data

all values needed for optimization in a list with order (risk_vector, adapted_kernel_matrix, cond_mat, weight_vec)

Value

optimal solution for the SVHM


herglola/SVHM documentation built on March 24, 2022, 12:44 p.m.