ProximalMethods.jl
This is a package for non-smooth optimization algorithms based on proximal methods.
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.
Contents
Index
ProximalMethods.admmProximalMethods.admm!ProximalMethods.block_soft_threshProximalMethods.block_soft_thresh!ProximalMethods.ladmmProximalMethods.ladmm!ProximalMethods.prox_gradProximalMethods.prox_grad!ProximalMethods.shrinkageProximalMethods.shrinkage!ProximalMethods.smoothProximalMethods.smooth!ProximalMethods.soft_thresh