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pylat committed May 20, 2023
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[![codecov](https://codecov.io/gh/kul-optec/CIAOAlgorithms.jl/branch/master/graph/badge.svg?token=WQ3EVRFHIJ)](https://codecov.io/gh/kul-optec/CIAOAlgorithms.jl)

CIAOAlgorithms implements Block-Coordinate and Incremental Aggregated Optimization Algorithms for minimizations of the form
```math
minimize 1/N sum_{i=1}^N f_i(x) + g(x)
```

$$\text{minimize } \frac{1}{N} \sum_{i=1}^N f_i(x) + g(x)$$

or
```math
minimize 1/N sum_{i=1}^N f_i(x_i) + g(sum_{i=1}^N x_i)
```
$$\text{minimize } \frac{1}{N} \sum_{i=1}^N f_i(x_i) + g\big(\sum_{i=1}^N x_i\big)$$
where f_i are smooth, and g is (possibly) nonsmooth with easy to compute proximal mapping. These functions can be defined using the [ProximalOperators.jl](https://github.com/kul-optec/ProximalOperators.jl) package.

### Quick guide
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