README.md

iPIAG code

This version is for the paper on MMOR:

Zhang X, Peng W, Zhang H. Inertial proximal incremental aggregated gradient method with linear convergence guarantees[J]. Mathematical Methods of Operations Research, 2022: 1-27.

Note

iPIAG_toy.ipynb is for the fisrt simulation problem in Section 4.1;

iPIAG_lasso.py is for the second Lasso problem in Section 4.2.