minFuncSO is a Julia package for unconstained optimization of differentiable real-valued multivariate functions. It is based on a Mark Schmidt's minFunc Matlab code. MinFuncSO, however, is optimized for linear composition problems and allows for subspace optimization.
julia ./example_minFuncSO.jl --help
usage: example_minFuncSO.jl [--ds DS] [--linReg] [--linRegLHalf] [--logReg] [--logRegL2] [--hh] [-h]
optional arguments:
--ds DS a comma-separated list of datasets to run (default:"")
--linReg set objective to linear regression
--linRegLHalf set objective to linear regression using a p=1/2 norm
--logReg set objective to logistic regression
--logRegL2 set objective to logistic regression with L2 regularization
--hh set objective to huberized hinge
-h, --help show this help message and exit