New files are linesearch.py (in pycsou/math) and nclg.py (in pycsou/opt/solver) with an associated test.
Two variants of NLCG implemented: Poliak-Ribière+ and Fletcher-Reeves, that only differ (like all NLCG variants out there) in the computation of $\beta_n$, more details here.
Possible future improvements:
customised linesearch function support to NLCG.
customised beta_k computation method support to NLCG.
New files are linesearch.py (in pycsou/math) and nclg.py (in pycsou/opt/solver) with an associated test.
Two variants of NLCG implemented: Poliak-Ribière+ and Fletcher-Reeves, that only differ (like all NLCG variants out there) in the computation of $\beta_n$, more details here.
Possible future improvements: