Incremental methods

copt.minimize_saga(f_deriv, A, b, x0, step_size)

Stochastic average gradient augmented (SAGA) algorithm.

copt.minimize_svrg(f_deriv, A, b, x0, step_size)

Stochastic average gradient augmented (SAGA) algorithm.

copt.minimize_vrtos(f_deriv, A, b, x0, step_size)

Variance-reduced three operator splitting (VRTOS) algorithm.