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accosmin-org
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libnano
C++ numerical optimization and machine learning utilities using Eigen3
MIT License
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[solver] implement level method to solve non-smooth convex problems
#41
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accosmin
closed
9 months ago
accosmin
commented
2 years ago
reason: strong theoretical guarantees, produces sane stopping criterion
see: ch 3.3.3 in "Introductory lectures on convex optimization", Nesterov
needs efficient linear and quadratic solvers
accosmin
commented
9 months ago
bundle methods are far superior