Skip to content

JuliaFirstOrder/ProximalAlgorithms.jl

master
Switch branches/tags

Name already in use

A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
February 28, 2022 08:20
February 19, 2022 12:26
August 20, 2023 03:05

ProximalAlgorithms.jl

Build status codecov.io Aqua QA

A Julia package for non-smooth optimization algorithms.

This package provides algorithms for the minimization of objective functions that include non-smooth terms, such as constraints or non-differentiable penalties. Implemented algorithms include:

  • (Fast) Proximal gradient methods
  • Douglas-Rachford splitting
  • Three-term splitting
  • Primal-dual splitting algorithms
  • Newton-type methods

This package works well in combination with ProximalOperators (>= 0.15), which contains a wide range of functions that can be used to express cost terms.

Documentation

Stable version (latest release)

Development version (master branch)

Citing

If you use any of the algorithms from ProximalAlgorithms in your research, you are kindly asked to cite the relevant bibliography. Please check this section of the manual for algorithm-specific references.

Contributing

Contributions are welcome in the form of issues notification or pull requests. We recommend looking at already implemented algorithms to get inspiration on how to structure new ones.