/adaptive-proximal-algorithms

A Julia package for adaptive proximal gradient and primal-dual algorithms

Primary LanguageJulia

Adaptive Proximal Algorithms

This repository contains Julia code for the paper Adaptive proximal algorithms for convex optimization under local Lipschitz continuity of the gradient.

Algorithms are implemented here.

You can download the datasets required in some of the experiments by running:

julia --project=. download_datasets.jl

Experiments on a few different problems are contained in subfolders. For example, run the lasso experiments as follows:

julia --project=. lasso/runme.jl

This will generate plots in the same subfolder.