first-order-methods topic

List first-order-methods repositories

ProximalOperators.jl

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Proximal operators for nonsmooth optimization in Julia

FrankWolfe.jl

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Julia implementation for various Frank-Wolfe and Conditional Gradient variants

PEPit

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PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.

Boscia.jl

19
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Mixed-Integer Convex Programming: Branch-and-bound with Frank-Wolfe-based convex relaxations

Performance-Estimation-Toolbox

51
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Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analyses of first-order methods in convex and nonconvex optimization...

SeparableOptimization.jl

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A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.

pipg-demo

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Demonstration of the PIPG algorithm for trajectory optimization