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ShkalikovOleh / OptAlg

Reimplementation of optimization algorithms.
MIT License
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Add different step selection for conjugate gradients #17

Closed ShkalikovOleh closed 3 years ago

ShkalikovOleh commented 3 years ago

Add step formula named after their developers:

  1. Fletcher–Reeves(now implemented)
  2. Polak–Ribière
  3. Hestenes-Stiefel
  4. Dai–Yuan