Description Usage Arguments Value
Function for minimising piecewise differentiable objective functions.
1 |
theta |
Initial value. |
fn |
Function to optimise. |
df |
Subgradient of the objective function. |
tol |
Relative convergence tolerance |
t |
Stepsizes for updating the set of parameters. |
The function returns a list with following components
par |
The best set of parameters |
value |
The value of the function corresponding to best set of parameters. |
iteration |
Number of iterations taken |
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