W <<- diag(d+d^2+d^3)
loopMax <- 2 #TODO: loopMax = 3 ? Seems not improving...
+ x_init <- linArgs(θ0)
for (loop in 1:loopMax)
{
- op_res = constrOptim( linArgs(θ0), .self$f, .self$grad_f,
+ op_res = constrOptim( x_init, .self$f, .self$grad_f,
ui=cbind(
rbind( rep(-1,K-1), diag(K-1) ),
matrix(0, nrow=K, ncol=(d+1)*K) ),
ci=c(-1,rep(0,K-1)) )
if (loop < loopMax) #avoid computing an extra W
W <<- computeW(expArgs(op_res$par))
- #print(op_res$value) #debug
- #print(expArgs(op_res$par)) #debug
+ #x_init <- op_res$par #degrades performances (TODO: why?)
}
expArgs(op_res$par)