Examples
The Julia examples are ordinary scripts under examples/, grouped by family. Each page below is generated from the corresponding wc_* function docstring and includes the problem statement, the algorithm, the performance metric, the reference guarantee when available, the Julia arguments and return values, and a link to the source file.
Adaptive Methods
Composite Convex Minimization
- Accelerated Douglas Rachford Splitting
- Accelerated Proximal Gradient
- Accelerated Proximal Gradient Simplified
- Bregman Proximal Point
- Douglas Rachford Splitting
- Douglas Rachford Splitting Contraction
- Frank Wolfe
- Improved Interior Algorithm
- No Lips In Bregman Divergence
- No Lips In Function Value
- Proximal Gradient
- Proximal Gradient Quadratics
- Three Operator Splitting
Continuous Time Models
- Accelerated Gradient Flow Convex
- Accelerated Gradient Flow Strongly Convex
- Gradient Flow Convex
- Gradient Flow Strongly Convex
Fixed Point Problems
- Halpern Iteration
- Inconsistent Halpern Iteration
- Krasnoselskii Mann Constant Step Sizes
- Krasnoselskii Mann Increasing Step Sizes
- Optimal Contractive Halpern Iteration
Inexact Proximal Methods
- Accelerated Inexact Forward Backward
- Partially Inexact Douglas Rachford Splitting
- Relatively Inexact Proximal Point Algorithm
Low Dimensional Worst Cases Scenarios
- Alternate Projections
- Averaged Projections
- Dykstra
- Frank Wolfe
- Gradient Descent
- Halpern Iteration
- Inexact Gradient
- Optimized Gradient
- Proximal Point
Monotone Inclusions Variational Inequalities
- Accelerated Proximal Point
- Douglas Rachford Splitting
- Douglas Rachford Splitting 2
- Optimal Strongly Monotone Proximal Point
- Optimistic Gradient
- Optimistic Gradient Refined
- Optimistic Gradient Refined Cocoercive
- Past Extragradient
- Proximal Point
- Three Operator Splitting
Nonconvex Optimization
- Difference Of Convex Algorithm
- Gradient Descent
- Gradient Descent Quadratic Lojasiewicz Expensive
- Gradient Descent Quadratic Lojasiewicz Intermediate
- Gradient Descent Quadratic Lojasiewicz Naive
- No Lips 1
- No Lips 2
Online Learning
Potential Functions
Stochastic And Randomized Convex Minimization
- Point Saga
- Randomized Coordinate Descent Smooth Convex
- Randomized Coordinate Descent Smooth Strongly Convex
- Saga
- Sgd
- Sgd Overparametrized
Unconstrained Convex Minimization
- Accelerated Gradient Convex
- Accelerated Gradient Convex Simplified
- Accelerated Gradient Strongly Convex
- Accelerated Proximal Point
- Conjugate Gradient
- Conjugate Gradient Qg Convex
- Cyclic Coordinate Descent
- Epsilon Subgradient Method
- Gradient Descent
- Gradient Descent Contraction
- Gradient Descent Lc
- Gradient Descent Qg Convex
- Gradient Descent Qg Convex Decreasing
- Gradient Descent Quadratics
- Gradient Descent Silver Stepsize Convex
- Gradient Descent Silver Stepsize Strongly Convex
- Gradient Exact Line Search
- Heavy Ball Momentum
- Heavy Ball Momentum Qg Convex
- Inexact Accelerated Gradient
- Inexact Gradient Descent
- Inexact Gradient Exact Line Search
- Information Theoretic Exact Method
- Optimized Gradient
- Optimized Gradient For Gradient
- Proximal Point
- Robust Momentum
- Subgradient Method
- Subgradient Method Rsi Eb
- Triple Momentum