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openopt / copt

A Python library for mathematical optimization
http://openo.pt/copt
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Benchmarking algorithms of various families #68

Open GeoffNN opened 4 years ago

GeoffNN commented 4 years ago

It would be nice to have an example to compare speed of convergence of SAGA/SVRG/SFW on problems attaining the same optimum.

GeoffNN commented 3 years ago

This can be inspired by the trivial example https://github.com/openopt/chop/blob/master/examples/optim_dynamics.py

GeoffNN commented 3 years ago

It would also be really nice to benchmark algorithms on nonconvex problems. Do the usual practical acceleration methods (backtracking line search) work here?

fabianp commented 3 years ago

backtracking does work (in theory and practice) on non-convex problems

GeoffNN commented 3 years ago

I meant does it work for accelerating convergence in practice on non-convex problems?

fabianp commented 3 years ago

Yes

On Tue, Nov 24, 2020, 21:14 Geoffrey Negiar notifications@github.com wrote:

I meant does it work for accelerating convergence in practice on non-convex problems?

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fabianp commented 3 years ago

(as long as we're talking about deterministic algorithms, the top comment makes it confusing)