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Reduce memory cost of conjugate gradient descent

Erik Strand authored 5 years ago

Before I had five vectors, now just four. The realization is that the
last gradient and the temporary new point (used for the line search) are
never needed at the same time, so they can share memory.

ca128b84

ca128b84 5 years ago

Name	Last commit	Last update
apps
cmake
external
optimization
test
.gitignore
CMakeLists.txt
README.md

Optimization

My toolbox of optimization algorithms, with visualization utilities.

Dependencies

a modern C++ compiler (i.e. one that supports C++17 features, ex. gcc 7+)
cmake 3.13 or newer
Eigen3 (installable via apt, yum, or homebrew)

Building

From the project's root directory,

mkdir build
cd build
cmake ..
make

Tips:

you can build using multiple threads at once using e.g. make -j4
you can specify a specific compiler using cmake .. -DCMAKE_CXX_COMPILER=g++-8
for debugging symbols use cmake .. -DCMAKE_BUILD_TYPE=Debug