/wbga_co

Source code for the numerical experiments presented in the paper "Biorthogonal Greedy Algorithms in Convex Optimization".

Primary LanguagePython

Biorthogonal Greedy Algorithms in Convex Optimization

Source code for the numerical experiments presented in the paper "Biorthogonal Greedy Algorithms in Convex Optimization". Preprint of the paper is available at https://arxiv.org/abs/2001.05530

Setup

  • Install the requirements via pip -r install ./requirements.txt
  • Run the code via python -m main -ex=k, where k is one of the numerical examples from the paper, i.e. k = 1, 2, 3, 4