Optimization.TrustRegion.Nesterov1983

Nesterov's Optimal Gradient method

optimalGradient :: (Additive f, Functor f, Ord a, Floating a, Epsilon a) => a -> a -> (f a -> f a) -> a -> f a -> [f a]

Nesterov 1983 optimalGradient kappa l df alpha0 x0 is Nesterov's optimal gradient method, first described in 1983. This method requires knowledge of the Lipschitz constant l of the gradient, the condition number kappa, as well as an initial step size alpha0 in (0,1).