dual_ascent_adapt: Solve the projected dual ascent problem with fixed weights...

Description Usage Arguments Value

View source: R/RcppExports.R

Description

Solve the projected dual ascent problem with fixed weights and adaptive step size

Usage

1
dual_ascent_adapt(X, Phi, weights, Lambda0, maxiter, eps, nv0, 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

trace

whether save the primal and dual values of every iteration

nv

initial step size

Value

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


wenshuoliu/ncvxclustr documentation built on July 28, 2017, 1:21 a.m.