qnamm: Quasi-Newton acceleration of MM algorithm

In jasonxu90/splitFeas: Multiset Split Feasibility

Description

qnamm performs Quasi-Newton acceleration of an MM algorithm.

Usage

qnamm(x, fx_mm, qn, fx_obj, max_iter = 100, tol = 1e-06, ...)

Arguments

x	initial iterate
fx_mm	MM algorithm map
qn	number of secants
fx_obj	handle to objective function
max_iter	maximum number of iterations
tol	convergence tolerance
...	Additional arguments to pass to fx_mm

References

H Zhou, D Alexander, and K Lange. (2011) A quasi-Newton acceleration method for high-dimensional optimization algorithms, Statistics and Computing, 21(2):261-273.

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