Description Usage Arguments Value
Function for proximal-gradient optimization for non-differentiable functions We're trying to minimize f + g; where f is the differentiable part and g is the non-differentiable part.
1 |
x |
Starting value. |
f |
Function to optimize. |
df |
Gradient of f. |
pg |
Proximal operator for g. |
ts |
Sequence of step sizes. use opt_ts() for stepsize generation |
The function returns the optimal solution
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.