sgOptim: Optimisation tool for non smooth functions
In tathagatabasu/nonsmoothOptim: Optimisation with piece-wise differentiable functions.
Description
Usage
Arguments
Value
Description
Function for minimising piecewise differentiable objective functions.
Usage
1
Arguments
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.
Value
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
tathagatabasu/nonsmoothOptim documentation built on Nov. 5, 2019, 10 a.m.
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Description Usage Arguments Value
Description
Function for minimising piecewise differentiable objective functions.
Usage
1 |
Arguments
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. |
Value
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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