I worked on a method based on this paper, "Gradient methods for minimizing composite functions". But unfortunately, every time I code it doesn't work. Even I investigate inequalities of the paper numerically, but I couldn't figure out what's the problem. Is there any matlab implementation of the paper available? I search the internet but I didn't find any thing? In my work, I don't need to find Lipschitz constant as it did in paper.
Is there any implementation of Nesterov's paper: Gradient methods for minimizing composite functions
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1Here's a paper where they use Nesterov's method to solve cone complementarity problem at each time step to simulate many-rigid-body dynamics. Their solver should be implemented in their "chrono" software package (projectchrono.org). Their implementation is in C++, not matlab. http://dl.acm.org/citation.cfm?id=2735627 – Tyler Olsen Jan 12 '17 at 12:45
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Thank you but I can't find any code regarding this. Could you point to a code? – user85361 Jan 12 '17 at 14:04
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Also, it is the simpler nesterov method, APG with adaptive restart and a fall back strategy based on their paper. – user85361 Jan 12 '17 at 14:13
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It's a fairly large project, and the solver is buried pretty deep in there. Here's a link to their site though: http://projectchrono.org/ – Tyler Olsen Jan 12 '17 at 16:19