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Simple stochastic gradient methods for non-smooth non-convex regularized optimization
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MBSGA.m
MBSGASigEst.m
MEsubp.m
README.md
SSDCSPG.m
SSDCSVRG.m
VRSGA.m
aX.mat
ay.mat
h.m
main.m
my.mat
reduceLength.m

README.md

SSGM

Simple stochastic gradient methods for non-smooth non-convex regularized optimization

This is the code used in the experiments. Running main will produce the plots found in the paper.

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