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Implementation of Gradient Type Optimization Algorithms

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implementation of some optimization algorithms:

  1. Steepest Descent.
  2. Conjuage Gradient, including Fletcher-Reeves and Polak-Ribiere variant.
  3. Quasi-Newton(BFGS).
  4. Quasi-Newton(DFP).
  5. Quasi-Newton(Limited Memory BFGS).
  6. Nesterov's Accelerated Gradient Descent.

For summary of our implementation, see nonlinear_proj.pdf.

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