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

ProximalAlgorithms.jl Screenshot 1

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Categories

Data Visualization

License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-12-01
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