New solver: Barzilai-Borwein

[Nicolas Boumal]

Dear users,

We're happy to announce that Margherita Porcelli and Bruno Iannazzo contributed their Riemannian version of the Barzilai-Borwein optimization algorithm to Manopt. It is readily available on GitHub:

https://github.com/NicolasBoumal/manopt/blob/master/manopt/solvers/barzilaiborwein/barzilaiborwein.m  

The solver requires only first order information. This code will appear in the next packaged version of Manopt, which we hope will come out late this summer.

Their paper will appear in IMA Journal of Numerical Analysis, and is readily available here: http://www.optimization-online.org/DB_HTML/2015/12/5262.html

Cheers,

Nicolas