cvxgrp / a2dr
Anderson accelerated Douglas-Rachford splitting
☆29Updated 4 years ago
Alternatives and similar repositories for a2dr:
Users that are interested in a2dr are comparing it to the libraries listed below
- This code is no longer maintained. The codebase has been moved to https://github.com/scikit-learn-contrib/skglm. This repository only ser…☆18Updated 2 years ago
- Fast hyperparameter settings for non-smooth estimators:☆40Updated last year
- Differentiation through cone programs☆99Updated 3 months ago
- Anderson Acceleration☆20Updated 3 years ago
- Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analy…☆54Updated last year
- PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.☆87Updated 3 months ago
- Proximal algorithms made easy in Python☆59Updated 8 years ago
- Proximal optimization in pure python☆118Updated 2 years ago
- A CVXPY extension for convex-concave programming☆128Updated last year
- A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.☆12Updated 3 months ago
- Functional models and algorithms for sparse signal processing☆89Updated last year
- Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations☆20Updated 6 years ago
- A CVXPY extension for saddle problems☆26Updated 4 months ago
- An open-source MATLAB® ADMM solver for partially decomposable conic optimization programs.☆64Updated 5 years ago
- APPM 5630 at CU Boulder☆48Updated last week
- MATLAB implementation of the Scalable Semidefinite Programming☆26Updated last year
- A suite of stochastic optimization methods for solving the empirical risk minimization problem.☆16Updated 5 years ago
- Proximal algorithms for nonsmooth optimization in Julia☆133Updated 4 months ago
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆27Updated 9 months ago
- Frank-Wolfe optimization variants with a linear convergence rate☆22Updated 9 years ago
- ☆11Updated 3 years ago
- Code for "Automatic repair of convex optimization problems".☆13Updated 5 years ago
- ☆12Updated 3 years ago
- ☆16Updated 8 years ago
- Implementation of Nesterov and Polyak's (2006) cubic regularization algorithm and Cartis et al's (2011) adaptive cubic regularization alg…☆18Updated 3 years ago
- Optimal Transport for Dummies - Code, slides and article☆32Updated 7 years ago
- Efficient Algorithms for L0 Regularized Learning☆99Updated last year
- N. Papadakis, G. Peyré, E. Oudet. Optimal Transport with Proximal Splitting. SIAM Journal on Imaging Sciences, 7(1), pp. 212–238, 2014.☆11Updated 8 years ago
- Software package for Hankel structured low-rank approximation☆34Updated 6 years ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated 3 months ago