sg_optim: Sub-gradient optimization.

Description Usage Arguments Value

View source: R/opt_lasso.R

Description

Function for sub-gradient optimization for non-differentiable functions

Usage

1
sg_optim(x, f, df, ts)

Arguments

x

Starting value.

f

Function to optimize.

df

Any subgradient of f.

ts

Sequence of step sizes. use opt_ts() for stepsize generation

Value

The function returns the optimal solution


tathagatabasu/bootlasso documentation built on Aug. 9, 2019, 1:07 a.m.