Inexact ALM

[baggepinnen]

I have an implementation of inexact augmented lagrangian method, do you think it would fit in here?

for k = 1:iters
        prox!(E, proxE, D .- A .+ (1/μ) .* Y, 1/μ)
        Z .= D .- E .+ (1/μ) .* Y
        prox!(A, proxF, Z)

        @. Z = D - A - E
        @. Y = Y + μ * Z
        μ = min(μ*ρ, μ̄)

        cost = opnorm(Z) / d_norm
        if cost < tol
            break
        end
    end