Proximal modifications to Primal algorithm for scaled ADMM formulation AdmmObj(x, u, z) = f(x) + rho/2*||x - z + u||2 dAdmmObj/dx = df/dx + rho*(x - z + u)
A compansion object to generate projection based minimizer that can use SPG/PQN as the solver
A compansion object to generate projection based minimizer that can use SPG/PQN as the solver
the problem dimension
one of the available constraint, possibilities are x>=0; lb<=x<=ub;aeq*x = beq; 1'x = s, x >= 0; ||x||1 <= s
the regularization parameter for most of the constraints
FirstOrderMinimizer to optimize on f(x) and proximal operator
A subset of proximal operators can be represented as Projection operators and for those operators, we give an option to the user to choose a projection based algorithm.
A subset of proximal operators can be represented as Projection operators and for those operators, we give an option to the user to choose a projection based algorithm. The options available for users are SPG (Spectral Projected Gradient) and PQN (Projected Quasi Newton)
operator that defines proximal algorithm
FirstOrderMinimizer to optimize on f(x) and proximal operator