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A Julia package for non-smooth optimization algorithms. This package provides algorithms for the minimization of objective functions that include non-smooth terms, such as constraints or non-differentiable penalties.
Features
- (Fast) Proximal gradient methods
- Douglas-Rachford splitting
- Newton-type methods
- Three-term splitting
- Primal-dual splitting algorithms
- Documentation available
Project Samples
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Data VisualizationLicense
MIT LicenseFollow ProximalAlgorithms.jl
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