splitFeas (version 0.1.0)

ddg: Compute the approximate Hessian of the majorization.

Description

ddg computes the Hessian of the majorization of the proximity function.

Usage

ddg(x, v, w, hgrad)

Arguments

x

non-anchor point

v

weights for first set of constraints

w

weights for second set of constraints

hgrad

Handle for output mapping Jacobian

Examples

# NOT RUN {
set.seed(12345)
n <- 10
p <- 2
x <- matrix(rnorm(p),p,1)
v <- 1
w <- 1
A <- matrix(rnorm(n*p),n,p)
hgrad <- function(x) {return(t(A))}
sol <- ddg(x,v,w,hgrad)
# }