nchenderson/nidaarem: Nesterov Initialized Damped Anderson Acceleration with Epsilon Monotonicity

Implements the NIDAAREM method for accelerating the convergence of slowly converging gradient and proximal gradient descent algorithms.

Getting started

Package details

MaintainerNicholas Henderson <nchender@umich.edu>
LicenseGPL-2
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("nchenderson/nidaarem")
nchenderson/nidaarem documentation built on Feb. 19, 2020, 12:45 p.m.