TLC: Solve Truncated L1 Constrained Problem
In xue-hr/TScML: Two-stage constrained maximum likelihood (2ScML) method.

TLC	R Documentation

Solve Truncated L1 Constrained Problem

Using Difference Convex (DC) method to solve minimization problem with Truncated L1 Constraint.

TLC(
  Y,
  X,
  K,
  tau = 1e-05,
  tlc_weight = rep(1, ncol(X)),
  maxit_tlc = 100,
  tol_tlc = 1e-05
)

`Y`	Response vector of length n.
`X`	Design matrix with n rows and p columns.
`K`	Constraint parameter in TLC.
`tau`	Parameter tau in TLC.
`tlc_weight`	Length p vector of weights corresponding to p variables, each element is either 1 (with constraint) or 0 (without constraint). Default are all 1's.
`maxit_tlc`	Maximum number of DC iteration.
`tol_tlc`	Convergence tolerance for TLC.