qnamm
performs Quasi-Newton acceleration of an MM algorithm.
qnamm(x, fx_mm, qn, fx_obj, max_iter = 100, tol = 1e-06, ...)
initial iterate
MM algorithm map
number of secants
handle to objective function
maximum number of iterations
convergence tolerance
Additional arguments to pass to fx_mm
H Zhou, D Alexander, and K Lange. (2011) A quasi-Newton acceleration method for high-dimensional optimization algorithms, Statistics and Computing, 21(2):261-273.