convex optimization with objective function given by oracles
Posted by user40780, at scicomp.stackexchange.com,
Is there any solver for convex optimization in C++ (or some dedicated scheme while no solver is yet available) that could solve…
Is there any solver for convex optimization in C++ (or some dedicated scheme while no solver is yet available) that could solve…
Suppose I have a high-dimensional vector space $X$, a subspace $V \subset X$, and a collection of $n$ vectors $\{x_i\}_{i=1}^n \s…