A simple example of Gradient Descent algorithm and ADMM algorithm.(Homework of the large-scale optimization course.)
Take the Gradient Descent algorithm as an example.
I compared different stepsize selection methods, which are fixed stepsize, Armijo-Goldstein rule and Wolfe-Powell rule, in this simple Gradient Descent algorithm.
My goal is to minimize the quadratic function
Some simulation results are placed here, all the code can be found in the 'code' folder