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stephenslab / mixsqp

R package for fast maximum-likelihood estimation of mixture proportions using SQP.
https://bit.ly/2NtYHWT
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Add reduced Hessian output #41

Closed pcarbo closed 4 years ago

pcarbo commented 4 years ago

Following Mihai's suggestion, have mixsqp output the Hessian for all co-ordinates outside the active set only (i.e., the Hessian for the non-zeros in the solution, x).

pcarbo commented 4 years ago

Implemented in commit f7b4322.