Solvers

The followings are several commonly used solvers in (convex) optimization:

• Newton's Method

• Gradient Descent

• Accelerated Gradient Descent

• Proximal Gradient Descent

• Accelerated Proximal Gradient Descent

• Interior Point Method

• Chambolle-Pock Method

• Prox of Capped Simplex

From UW Math 515 (Optimization: Fundamentals & Applications) course materials and assignments.