mmqn_step: MM-quasi-Newton step

Description Usage Arguments

Description

mmqn_step computes a single step.

Usage

1
mmqn_step(x, v, w, plist1, plist2, f, df, h, hgrad, woodbury = TRUE)

Arguments

x

Current iterate

v

weights for first set of constraints

w

weights for second set of constraints

plist1

list of projection functions for first set of constraints; each takes a single point and returns its projection

plist2

list of projection functions for second set of constraints; each takes a single point and returns its projection

f

objective function

df

gradient of objective function

h

Function handle for output mapping

hgrad

Handle for output mapping Jacobian

woodbury

Boolean: TRUE to use the Woodbury inversion formula


jasonxu90/splitFeas documentation built on May 31, 2019, 8:43 a.m.