jpvert/apg: Optimization with accelerated proximal gradient

This package implements a general routine for minimization of a composite function with accelerated proximal gradient, as well as some examples of such functions useful in statistics and machine learning.

Getting started

Package details

Maintainer
LicenseArtistic-2.0
Version0.1.1
URL https://github.com/jpvert/apg
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jpvert/apg")
jpvert/apg documentation built on May 19, 2019, 11:51 p.m.