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JuliaManifolds / Manopt.jl

🏔️Manopt. jl – Optimization on Manifolds in Julia
http://manoptjl.org
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add Polyak's Step size. #384

Closed kellertuer closed 4 months ago

kellertuer commented 4 months ago

Resolves #224. Also yields a good reason to release 0.4.61.

What would be the best literature to reference here, @mateuszbaran?

codecov[bot] commented 4 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 99.76%. Comparing base (6213567) to head (8f393fc).

Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #384 +/- ## ======================================= Coverage 99.76% 99.76% ======================================= Files 73 73 Lines 7243 7260 +17 ======================================= + Hits 7226 7243 +17 Misses 17 17 ```

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mateuszbaran commented 4 months ago

What would be the best literature to reference here, @mateuszbaran?

I like the explanation of this stepsize from this book: https://www.amazon.com/Convex-Optimization-Algorithms-Dimitri-Bertsekas/dp/1886529280 , section 3.2. It also has a few other variants.

mateuszbaran commented 4 months ago

By the way, thanks for working on this :+1: .

kellertuer commented 4 months ago

By the way, thanks for working on this 👍 .

No problem, I was looking for something easy to finish the day yesterday, and (besides missing the square) this actually was.