In this method,two subgradient algorithms work simultaneously, the first in the main space, the second with respect to the matrix improving the convergence speed. Journal of Optimization Theory and Applications Vol. However, they can be included, for example, with nonsmooth penalty function. Initial stepsize can be set with the option InitialStepsize.
OutputList option specifies parameters to be printed.
This parameter can be set to desirable accuracy with respect to the argument of the performance function. It specifies the maximum number of main iterations. ConvergenceGoal is an option to stop VariableMetricAlgorithm when the value of performance function is less than ConvergenceGoal. OutputList option specifies parameters to be printed. OutputList is an option of VariableMetricAlgorithm specifying print outputs of the algorithm.