JuliaManifolds / Manopt.jl

🏔️Manopt. jl – Optimization on Manifolds in Julia
http://manoptjl.org
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Adaptive Gradient Method #267

Closed kellertuer closed 1 year ago

kellertuer commented 1 year ago

This looks like a nice thing to add to the step size rules

https://link.springer.com/article/10.1007/s10957-023-02227-y

It should also be doable with reasonable effort, just that the step size (based on the last gradient) should be computed before doing a step (and not be updated afterwards for the next), but that is just a technical difference.