add Polyak's Step size. #384
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #384 +/- ##
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Coverage 99.76% 99.76%
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Files 73 73
Lines 7243 7260 +17
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+ 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. |
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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. |
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>
mateuszbaran
approved these changes
Apr 27, 2024
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Resolves #224. Also yields a good reason to release 0.4.61.
What would be the best literature to reference here, @mateuszbaran?