Implementing Optimization Algorithms in C++
Background Optimization methods are a series of methods for finding extrema of convex functions. This article introduces the principles of several optimization methods and their C++ implementations. Code: https://github.com/yufeiran/ConvexOptimization Contents [1] Interior point method [2] 2D fused lasso [3] Soft Thresholding [4] Proximal gradient descent [5]