% Generated by roxygen2: do not edit by hand % Please edit documentation in R/KW.R name{KWDual} alias{KWDual} title{Dual optimization for Kiefer-Wolfowitz problems} usage{ KWDual(A, d, w, …) } arguments{ item{A}{Linear constraint matrix}
item{d}{constraint vector}
item{w}{weights for code{x} should sum to one.}
item{…}{other parameters passed to control optimization: These may include code{rtol} the relative tolerance for dual gap convergence criterion, code{verb} to control verbosity desired from mosek, code{verb = 0} is quiet, code{verb = 5} produces a fairly detailed iteration log, code{method} controls the choice of optimizer: by default this is “mosek” which employs interior point methods,} } description{ Optimization is carried out by Mosek and uses interior point methods. It relies on the pkg{Rmosek} interface to R see installation instructions at url{docs.mosek.com/8.1/rmosek/install-interface.html}. } references{ Koenker, R and I. Mizera, (2013) “Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules,'' emph{JASA}, 109, 674–685.
Mosek Aps (2015) Users Guide to the R-to-Mosek Optimization Interface, url{docs.mosek.com/8.1/rmosek/index.html}.
Koenker, R. and J. Gu, (2017) REBayes: An {R} Package for Empirical Bayes Mixture Methods, emph{Journal of Statistical Software}, 82, 1–26. } author{
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Koenker
} keyword{nonparametrics}