ifsm.cf | R Documentation |
Tool function to construct and find the solution of the minimization problem involving the quadratic form x'Qx + b'x. Not an optimal one. You can provide one better then this.
ifsm.cf(Q, b, d, l2, s, mu=1e-4)
Q |
the matrix Q of x'Qx + b'x |
b |
the vector b of x'Qx + b'x |
d |
the L1 norm of the target function |
l2 |
the L2 norm of the target function |
s |
the vector s in: w_i = s_i *x + a_i |
mu |
tolerance |
A list
cf |
the vector of the coefficients to be plugged into the IFSM |
delta |
the collage distance at the solution |
Iacus, S.M, La Torre, D. (2005) IFSM representation of Brownian motion with applications to simulation, forthcoming.
IFSM
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