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OrdMonReg (version 1.0.3)

Subgradient: 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

$b$.

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.