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Stabilized Barzilai-Borwein Step Size

MATLAB MEX implementation of SVRG-SBB algorithms

This code replicates the experiments from the following paper:

Please cite this paper if you use this code in your published research project.

Requirement

In MATLAB:

>>mex -v -g -largeArrayDims *.c

and run the script with the mex function, data file in the same directory.

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MATLAB MEX implementation of SVRG-SBB algorithms

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