dual_ascent: Solve the projected dual ascent problem with fixed weights

In wenshuoliu/ncvxclustr: None-Convex Clustering Algorithm

Description

Solve the projected dual ascent problem with fixed weights

Usage

dual_ascent(X, Phi, weights, Lambda0, maxiter, eps, nv, trace)

Arguments

X	the data, with the columns being units, the rows being features
Phi	the edge incidence matrix, defined as Phi_li = 1 if(l_1 == i); -1 if(l_2 == i); 0 otherwise
weights	the non-zero weights in a vector
Lambda0	the initial guess of Lambda
maxiter	maximum iterations
eps	the duality gap tolerence
nv	step size
trace	whether print out the iterations

Value

a list including U, V, Lambda and number of iterations to convergence

wenshuoliu/ncvxclustr documentation built on May 4, 2019, 5:21 a.m.