proximal-gradient

Практический курс по Python: MAE, Lasso, Ridge и ElasticNet. Субградиентный и координатный спуск, L1/L2-регуляризация, примеры и решения задач Stepik.

A Julia package for solving multi-objective optimization problems with composite structure (F = f + h). Implements Conditional Gradient, Proximal Gradient, and Partially Derivative-Free algorithms that operate directly on the vector-valued objective, without scalarization or heuristics (direct / vector-optimization methods).

Advanced Mathematical Optimization & Deep Learning Optimizers from scratch. Covers KKT duality, L-BFGS, proximal methods (ADMM, FISTA), stochastic algorithms (SVRG, Lion), and cutting-edge deep learning optimizers like K-FAC, Shampoo, Sophia, SAM, and Muon. Bridging strict convex calculus with large-scale Transformer training.

Proximal gradient solver for linear least squares over the probability simplex, built on a fast simplex projection