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Proximal operators for nonsmooth optimization in Julia. This package can be used to easily implement proximal algorithms for convex and nonconvex optimization problems such as ADMM, the alternating direction method of multipliers. With using ProximalOperators the package exports the prox and prox! methods to evaluate the proximal mapping of several functions.
Features
- Documentation available
- Examples available
- Proximal operators for nonsmooth optimization in Julia
- This package can be used to easily implement proximal algorithms for convex and nonconvex optimization problems
- ADMM, the alternating direction method of multipliers
- Licensed under the MIT License
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