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step_size_upper_bound

Function step_size_upper_bound 

Source
pub fn step_size_upper_bound(
    alpha: f64,
    beta: f64,
    smoothness_l: f64,
    mu: f64,
) -> Result<f64>
Expand description

Sufficient discrete step-size upper bound (PSP-8 Theorem 12.1):

eta < min{ 2(alpha-beta) / (L (alpha+beta)^2),  1 / (2 mu (alpha-beta)) }.