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Published 20 hours ago • verified publisher icon mfalt
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Large scale convex optimization solvers in julia

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Inexact ALM

I have an implementation of inexact augmented lagrangian method, do you think it would fit in here? ```julia for k = 1:iters prox!(E, proxE, D .- A .+ (1/μ) .*...

baggepinnen avatar baggepinnen

Using ProximalOperators.SlicedSeperableSum instead of ConeProduct

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Removes built in ConeProduct in favor of ProximalOperators SlicedSeparableSum, should benchmark before pull

mfalt avatar mfalt

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Large scale convex optimization solvers in julia

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