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OSGA

swMATH ID: 16542
Software Authors: Masoud Ahookhosh
Description: User’s Manual for OSGA (Optimal SubGradient Algorithm). This document provides a user’s guide describing the design of a MATLAB package called OSGA and how to use it for solving large-scale unconstrained, bound-constrained, and simply constrained convex optimization.
Homepage: http://homepage.univie.ac.at/masoud.ahookhosh/uploads/User%27s_manual_for_OSGA.pdf
Dependencies: Matlab
Keywords: complexity bound; convex optimization; optimal subgradient method; large-scale optimization; Nesterov’s optimal method; nonsmooth optimization; optimal first-order method; smooth optimization; strongly convex
Related Software: NESUN; TFOCS; Matlab; PDCO; LIBSVM; Pegasos; UNLocBoX; L-BFGS; TwIST; FPC_AS; LBFGS-B; NNLS; TRON; ParNes
Cited in: 5 Documents

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