/subgv2

These are the experiments for the paper "Faster subgradient methods for functions with Hölderian growth", available here https://link.springer.com/content/pdf/10.1007/s10107-018-01361-0.pdf

Primary LanguageMATLAB

Faster Subgradient Methods using Holderian growth

These Matlab scripts run the experiments for the paper "Faster subgradient methods for functions with Hölderian growth", available here https://link.springer.com/content/pdf/10.1007/s10107-018-01361-0.pdf.

To reproduce those results, run RegRegression_withL2constraint.m, RegularRegression.m, RobustRegression_L1NormConstraint.m, RobustRegression_synthetic.m, SVM_experiment.m, and SubGradientExps.m.