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New optimization algorithms #117

Merged
merged 22 commits into from
Dec 7, 2021
Merged

New optimization algorithms #117

merged 22 commits into from
Dec 7, 2021

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bwohlberg
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Add linearized ADMM and PDHG optimization algorithms.

See also lanl/scico-data#7.

@bwohlberg bwohlberg added the enhancement New feature or request label Nov 30, 2021
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codecov bot commented Nov 30, 2021

Codecov Report

Merging #117 (82a96ea) into main (50e4935) will increase coverage by 0.37%.
The diff coverage is 98.15%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main     #117      +/-   ##
==========================================
+ Coverage   90.89%   91.26%   +0.37%     
==========================================
  Files          42       44       +2     
  Lines        2997     3160     +163     
==========================================
+ Hits         2724     2884     +160     
- Misses        273      276       +3     
Flag Coverage Δ
unittests 91.26% <98.15%> (+0.37%) ⬆️

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Impacted Files Coverage Δ
scico/ladmm.py 97.67% <97.67%> (ø)
scico/primaldual.py 98.70% <98.70%> (ø)

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@Michael-T-McCann Michael-T-McCann left a comment

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"style police" comments are FYI rather than blockers, I can tidy them up later if you wish.

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@bwohlberg bwohlberg merged commit 2f28bfc into main Dec 7, 2021
@bwohlberg bwohlberg deleted the brendt/new-opt-alg branch December 7, 2021 12:13
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2 participants