So-Bogus
A c++ sparse block matrix library aimed at Second Order cone problems
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Options for ProjectedGradient solvers. More...
Enumerations | |
enum | Variant { Standard, Descent, Conjugated, APGD, SPG } |
Variants of Projected Gradient algorithm. More... | |
Options for ProjectedGradient solvers.
Variants of Projected Gradient algorithm.
Enumerator | |
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Standard |
Standard projected gradient. |
Descent |
Projected gradient descent. |
Conjugated |
Projected gradient with conjugation of search direction. |
APGD |
Accelerated Projected Gradient Descent based on [7] and developed in [5]. |
SPG |
Spectral Projected Gradient, loosely adapted from [8]. |