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MultiCNVDetect (version 0.1-1)

Fx: Calculate the target function F(x) in BCGD algorithm

Description

F(x)=f(x)+cP(x),the function just calculates F(x) when given x=x0.(f is smooth,P is a proper,convex,lower semicontinuous function,c is the tuning parameter,c>0,see more details in references)

Usage

Fx(Y, X, lambda1, lambda2)

Arguments

Y
A n*m matrix.
X
A n*m matrix,the same size of Y.
lambda1
A real number larger than 0,the first penalty used in the model,controls the overall copy number alteration amount of the target chromosome.
lambda2
A real number larger than 0,the second penalty used in the model,controls the frequency of the alterations in the target region.

References

Paul Tseng and Sangwoon Yun(2009).A Coordinate Gradient Descent Method for Nonsmooth Separable Minimization. Math,117,387-423.