nmsfp_sap: Self-adaptive projection-type method algorithm for nonlinear...

Description Usage Arguments

Description

nmsfp_sap performs the self-adaptive projection-type method of Li et al.

Usage

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nmsfp_sap(x0, v, w, plist1, plist2, proj, f, df, h, hgrad, delta = 0.3,
  mu = 0.7, beta0 = 1, tol = 1e-10, max_iter = 1000)

Arguments

x0

Initial 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

proj

handle to projection operation.

f

objective function

df

gradient of objective function

h

Function handle for output mapping

hgrad

Handle for output mapping Jacobian

delta

step-size parameter

mu

step-size parameter

beta0

initial

tol

Tolerance

max_iter

Maximum number of iterations


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