-
Notifications
You must be signed in to change notification settings - Fork 40
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
add Polyak's Step size. #384
Conversation
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #384 +/- ##
=======================================
Coverage 99.76% 99.76%
=======================================
Files 73 73
Lines 7243 7260 +17
=======================================
+ Hits 7226 7243 +17
Misses 17 17 ☔ View full report in Codecov by Sentry. |
I like the explanation of this stepsize from this book: https://www.amazon.com/Convex-Optimization-Algorithms-Dimitri-Bertsekas/dp/1886529280 , section 3.2. It also has a few other variants. |
By the way, thanks for working on this 👍 . |
Co-authored-by: Mateusz Baran <mateuszbaran89@gmail.com>
* add a literature reference * fix a missing square * the gradient of a gradientObjective now also acts as a sugradient.
No problem, I was looking for something easy to finish the day yesterday, and (besides missing the square) this actually was. |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Just a few minor points, other than that it looks fine.
Co-authored-by: Mateusz Baran <mateuszbaran89@gmail.com>
…/Manopt.jl into kellertuer/PolyakStepsize
Co-authored-by: Mateusz Baran <mateuszbaran89@gmail.com>
Co-authored-by: Mateusz Baran <mateuszbaran89@gmail.com>
Co-authored-by: Mateusz Baran <mateuszbaran89@gmail.com>
Resolves #224. Also yields a good reason to release 0.4.61.
What would be the best literature to reference here, @mateuszbaran?