Stochastic proximal splitting algorithm for composite minimization

Implementation of the SSPG algorithm for composite minimzation described in A. Pătrașcu and P. Irofti, "Stochastic proximal splitting algorithm for composite minimization" Optimization Letters (2021): 1-19.

If you use our work in your research, please cite as:

@article{PI20,
  title = {Stochastic proximal splitting algorithm for composite minimization},
  author = {Pătrașcu, A. and Irofti, P.},
  journal = {Optimization Letters},
  pages={1--19},
  year={2021},
  publisher={Springer},
}

Have a look at the test script for a full example.