PDHCG
Primal-Dual Hybrid Conjugate Gradient Method (PDHCG) is a GPU-accelerated First Order Method for solving convex quadratic programming problems with state-of-the-art performance. Please refer to Paper (arXiv) for more details. Our code can be found in PDHCG.jl and PDHCG-Python.
Apr 1, 2024
LSTM-based Quasi-Newton
This project utlizes LSTM to approximate a precondition matrix inspired by quasi-newton method and use quasi-newton framework to optimize.
Nov 13, 2023