yao-lab / Stabilized_Stochastic_BB

MATLAB MEX implementation of SVRG-SBB algorithms

Stabilized Barzilai-Borwein Step Size

MATLAB MEX implementation of SVRG-SBB algorithms

This code replicates the experiments from the following paper:

• "Global Linear Convergence of Stochastic Variance Reduced Gradient in Stochastic Semidefinite Optimization".
  Jinshan Zeng, Ke Ma, Yuan Yao.

Please cite this paper if you use this code in your published research project.

Requirement

In MATLAB:

>>mex -v -g -largeArrayDims *.c

and run the script with the mex function, data file in the same directory.