Modeling language and tools for constrained, structured optimization problems
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Updated
Jan 20, 2022 - Julia
Modeling language and tools for constrained, structured optimization problems
Provides proximal operator evaluation routines and proximal optimization algorithms, such as (accelerated) proximal gradient methods and alternating direction method of multipliers (ADMM), for non-smooth/non-differentiable objective functions.
Test Cases for Regularized Optimization
A Julia package for manipulation of univariate piecewise quadratic functions.
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
Proximal algorithms for nonsmooth optimization in Julia
Proximal operators for nonsmooth optimization in Julia
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