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We added one more algorithm to SOLID, a open-source package for advanced optimization algorithms

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Name		Name	Last commit message	Last commit date
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coordinate-descent		coordinate-descent
README.md		README.md

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SOLID_add-on_coordinate-descent

ESSEC & CentraleSupelec DSBA

Advanced Optimization - 2021/22

Implementation:

Test Examples

test_ElasticNetCD.py : Solve linear regression based on california house-prices dataset
test_GoldenSearchCD.py : Minimize a given function

Comparison with SGD

comparison_sgd&encd.py

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We added one more algorithm to SOLID, a open-source package for advanced optimization algorithms

coordinate-descent-algorithm

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