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An estimation of the slope of at the origin is given by
. In the optimization program, we will only compute
when we have interior convergence. The algorithm to
find is the following:
An estimation of the slope of at the origin.
- Try to factorize
- Success: Set
- Failure: Set
go back to step 3.
- The required value of (=the approximation of the
slope at the origin) is inside
Frank Vanden Berghen