Subgradient {OrdMonReg}

Computes a subgradient for the projected subgradient algorithm

Description

This function computes a subgradient of the function \Psi.

Usage

Subgradient(b, g1, w1, g2, w2, B, Gsi)

Arguments

b

Vector in R^{n-1} at which subgradient should be computed.

g1

Vector in R^n, measurements of upper function.

w1

Vector in R^n, weights for upper function.

g2

Vector in R^n, measurements of lower function.

w2

Vector in R^n, weights for lower function.

B

Value of b_n^*.

Gsi

Matrix in R^{n \times n} that contains the quantities G_{s, i} defined in Balabdaoui et al. (2009).

Value

The subgradient at b.

Author(s)

Fadoua Balabdaoui [e-mail]
http://www.ceremade.dauphine.fr/~fadoua

Kaspar Rufibach (maintainer) [e-mail]
http://www.kasparrufibach.ch

Filippo Santambrogio [e-mail]
http://www.math.u-psud.fr/~santambr/

References

Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered antitonic regression curves. Preprint.

See Also

This function is used by BoundedAntiMeanTwo.