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MMAD (version 2.0)

Function_minorization: Function Minorization

Description

This function allows the user to minorize the target function \(f(\boldsymbol{\theta})\) at a given point \(\boldsymbol{\theta}^*\).

Usage

Function_minorization(Function_obj, input)

Value

An R list recording the surrogate function \(S(\boldsymbol{\theta}|\boldsymbol{\theta}^*)=S_C+\sum_{i=1}^pS_i(\theta_{i}|\boldsymbol{\theta}^*)\) where

  • the first \(p\) objects (named Surrogate_1, Surrogate_2, ..., Surrogate_p) record \(S_1(\theta_{1}|\boldsymbol{\theta}^*),\ldots,S_p(\theta_{p}|\boldsymbol{\theta}^*)\);

  • the final object (named Constant) records the constant \(S_C\).

Arguments

Function_obj

An R list depicting the target function.

input

The value \(\boldsymbol{\theta}^*\) at which the target function is minorized.