Piecewise constant (step) majorizer for K-Lipschitz functions over an interval (vectorized over the breaks
argument).
Source: R/get_step_majorizer.R
get_step_majorizer.Rd
Return a piecewise constant (step) majorizer for K-Lipschitz functions
over an interval. The function is vectorized over the breaks
argument.
Arguments
- fun
A function object with a single argument
x
. Ifx
is a matrix,fun
should be vectorized over it.- breaks
(vector or matrix) The set of
M+1
boundaries for theM
subintervals inx
. If breaks is a matrix, each row is treated as a separate set of breaks.- is_monotone
(boolean) Is the function monotone? (Default is
TRUE
.)- K
(double) A non-negative number for the Lipschitz cone. (Default is 0.)