nonsmoothOptim: nonsmoothOptim: This package is intended for optimisation...

Description nonsmoothOptim functions

Description

This is an optimisation package for piecewise differentiable functions. The package comprise of three different optimisation techiniques: Subgradient, Proximal gradient and Coordinate descent. There is also a helper function to generate stepsizes for subgradient and proximal gradient optimisation.

nonsmoothOptim functions

Use ls("package:nonsmoothOptim") to check the available functions.


tathagatabasu/SubgradOptim documentation built on Nov. 5, 2019, 10 a.m.