| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
Optimization.TrustRegion.Nesterov1983
Nesterov's Optimal Gradient method
Arguments
| :: (Additive f, Functor f, Ord a, Floating a, Epsilon a) | |
| => a | condition number, |
| -> a | Lipschitz constant, |
| -> (f a -> f a) | gradient of function |
| -> a | initial step size, |
| -> f a | starting point |
| -> [f a] | iterates |
Nesterov 1983
optimalGradient kappa l df alpha0 x0 is Nesterov's optimal
gradient method, first described in 1983. This method requires
knowledge of the Lipschitz constant l of the gradient, the condition
number kappa, as well as an initial step size alpha0 in (0,1).