optim_prox_control: Control parameters for proximal gradient descent

Description Usage Arguments

Description

Control parameters for proximal gradient descent

Usage

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optim_prox_control(tol_type = c("par", "fval"), step_size = 1,
  accelerate = F, line_search = T, ls_beta = 0.75, ls_eps = 1e-10,
  ls_maxit = 50, maxit = 1000, eps = 1e-06)

Arguments

tol_type

the type of tolerance checking.

step_size

initial step size.

accelerate

a boolean to turn on acceleration.

line_search

a boolean to turn on line search - it is NOT recommended to turn this off.

ls_beta

by how much should the step-size increase or decrease in each line search iteration?

ls_eps

you can miss the line search check by this much.

ls_maxit

the maximum number of line search iterations.

maxit

the maximum number of iterations.

eps

the maximum value of the tolerance before declaring convergence.


hoangtt1989/BICEP documentation built on May 28, 2019, 3:37 p.m.