Tasks:
- task_1 Accurate one-dimensional optimization. (golden section, Brent, parabolas)
- task_2 Advanced methods of unconstrained optimization. (Conjugate gradients, Hessian-free Newton, L-BFGS)
- task_3 Convex nonsmooth, conditional and structural optimization. (Proximal gradient method, Barrier's method, Subgradient method)
- task_4 Stochastic optimization methods. (SGD, SVRG)