Non-linear gradient descent under linear constraints?

lrnv · August 25, 2021, 10:21am

I can confirm that COSMO does not handle non linear objective, only quadratic ones (but it’s great, and can be interfaced via MathOpt so Convex.jl and JuMP are working with it). I do not know about ProximalAlgorithms.

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Non-linear gradient descent under linear constraints?

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