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AcceleratedMirrorDescent

This is a Python implementation of the Accelerated Mirror Descent method (AMD) for optimization. The method is developed and analyzed in this paper:

Walid Krichene, Alexandre Bayen, Peter Bartlett Accelerated Mirror Descent in Continuous and Discrete Time NIPS 2015

Additional details on the project, including videos generated using this code, can be found here: http://www.eecs.berkeley.edu/~walid/projects.html

An introduction to the method can be found in these slides: http://www.eecs.berkeley.edu/~walid/talks/AMD.pdf

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  • Python 100.0%