implementation of some optimization algorithms:
- Steepest Descent.
- Conjuage Gradient, including Fletcher-Reeves and Polak-Ribiere variant.
- Quasi-Newton(BFGS).
- Quasi-Newton(DFP).
- Quasi-Newton(Limited Memory BFGS).
- Nesterov's Accelerated Gradient Descent.
For summary of our implementation, see nonlinear_proj.pdf.