[solver] implement gradient sampling solver - Githubissues

accosmin-org / libnano

C++ numerical optimization and machine learning utilities using Eigen3

MIT License

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[solver] implement gradient sampling solver #76

Closed accosmin closed 11 months ago

accosmin commented 1 year ago

https://people.orie.cornell.edu/aslewis/publications/gs_highlights.pdf
strong theoretical guarantees, seems to have a reliable stopping criterion.