diff --git a/inst/doc/index.rst b/inst/doc/index.rst index 69910cf00303ce0376efc16e0c4eef4a301e8fbd..88f43bb753f7c935d3db7ae84cb03e03bb8ce1ba 100644 --- a/inst/doc/index.rst +++ b/inst/doc/index.rst @@ -4,15 +4,7 @@ API Documentation for nsoptim ############################# -Algorithms and utilities to optimize non-smooth functions, i.e., to solve - -.. math:: - \operatorname*{arg\,min}_{x} l(x) + p(x) - -where :math:`l(x)` is a smooth function called *loss function* and :math:`p(x)` is a non-smooth function, called *penalty function*. -The argument :math:`x` ise the *coefficient*, and the result of any optimization is the *optimum*. - -The library makes extensive use of templating to avoid dynamic polymorphism and improve runtime performance. +nsoptim is a C++ template library for non-smooth optimization, building upon the `armadillo `_ library for linear algebra. .. toctree:: :maxdepth: 4 diff --git a/inst/doc/overview.rst b/inst/doc/overview.rst index 1cfd692b8369b2e14564d7abb333148d8170ee3b..abbf06f7795c5277a5bd9a4e1f42d43fee9047e3 100644 --- a/inst/doc/overview.rst +++ b/inst/doc/overview.rst @@ -2,12 +2,17 @@ Overview ######## -Algorithms and utilities to optimize non-smooth functions, i.e., to solve +The library porvides algorithms and utilities to optimize non-smooth functions, i.e., to solve .. math:: - \operatorname*{arg\,min}_{x} l(x) + p(x) + \operatorname*{arg\,min}_{x} l(x) + \phi(x) -where :math:`l(x)` is a smooth function called *loss function* and :math:`p(x)` is a non-smooth function, called *penalty function*. -The argument :math:`x` ise the *coefficient*, and the result of any optimization is the *optimum*. +where :math:`l(x)` is a smooth function (called *loss function*) and :math:`\phi(x)` is a non-smooth function (called *penalty function*). +The argument :math:`x` is the *coefficient*, and the result of any optimization is the *optimum*. + +************************************ +Dependencies and System Requirements +************************************ + +The library requires at least a C++ compiler compatible with C++ 11 and an installation of the `armadillo `_ library for linear algebra. -The library makes extensive use of templating to avoid dynamic polymorphism and improve runtime performance. \ No newline at end of file