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Projgrad: A python library for projected gradient optimization

Python provides general purpose optimization routines via its scipy.optimize package. For specific problems simple first-order methods such as projected gradient optimization might be more efficient, especially for large-scale optimization and low requirements on solution accuracy. This package aims to provide implementations of projected gradient optimization routines. To ease usage these routines follow a call syntax compatible with scipy.optimize.

Support and contributing

For bug reports and enhancement requests use the Github issue tool, or (even better!) open a pull request with relevant changes. If you have any questions don't hesitate to contact me by email (andimscience@gmail.com) or Twitter (@andimscience).

You can run the testsuite by running pytest in the top-level directory.

You are cordially invited to contribute to the further development of projgrad!

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Projected gradient optimization in python

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