blowtorch v1.0.2

Constrained optimization via stochastic gradient descent.

Optimize a (smooth) function with constraints via a transformation of the Lagrangian.

Installation

This package is available on CRAN however you can download the latest version from here with

devtools::install_github("blowtorch", username = "stevenpollack")

Note that blowtorch has a companion package, mixtureModel (not on CRAN) which is used for the various files in inst/. The easiest way to pick that up is, again

devtools::install_github("mixtureModel", username = "stevenpollack")

Usage

The workhorse of this package is blowtorch::SGD, read the man page for more details.