mushi.optimization

Optimization algorithms.

An abstract base class mushi.optimization.Optimizer is defined, from which concrete optimization classes are derived (perhaps with intermediate abstraction).

Classes

AccProxGrad

Nesterov accelerated proximal gradient method with backtracking line search [1]_.

LineSearcher

Abstract class for an optimizer with Armijo line search.

Optimizer

Abstract base class for optimizers.

ThreeOpProxGrad

Three operator splitting proximal gradient method with backtracking line search [2]_.

TrendFilter

Mixed trend filtering via specialized ADMM as in [3]_, section 5.2.