Matlab Code for Accelerated Composite Gradient Method (ACGM) for Large-scale Composite Objective Problem

(June 2021)
Mihai I. Florea and Sergiy A. Vorobyov

License and Referencing

This code package is licensed under the GPLv2 license. If you in any way use this code for research that results in publications, please cite our original articles M.I. Florea and S.A. Vorobyov, "An accelerated composite gradient method for large-scale composite objective problems," IEEE Trans. Signal Processing, vol. 67, no. 2, pp. 444–459, Jan. 2019 and M.I. Florea and S.A. Vorobyov, "A generalized accelerated composite gradient method: Uniting Nesterov's fast gradient method and FISTA," IEEE Trans. Signal Processing, vol. 68, pp. 3033–3048, 2020.

Purpose

This is a code package is related to the following scientific article:

M.I. Florea and S.A. Vorobyov, "An accelerated composite gradient method for large-scale composite objective problems," IEEE Trans. Signal Processing, vol. 67, no. 2, pp. 444–459, Jan. 2019.

and

M.I. Florea and S.A. Vorobyov, "A generalized accelerated composite gradient method: Uniting Nesterov's fast gradient method and FISTA," IEEE Trans. Signal Processing, vol. 68, pp. 3033–3048, 2020.

The package contains a simulation environment for ACGM in MATLAB. All details necessary to use the code can be found in README.txt. We encourage you to also perform reproducible research!

Feedback

Please report any bugs or ask any questions to Sergiy A. Vorobyov <svor@ieee.org>.

Download

ACGM Starter Kit.zip