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
Nesterov accelerated proximal gradient method with backtracking line search [1]_. |
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Abstract class for an optimizer with Armijo line search. |
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Abstract base class for optimizers. |
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Three operator splitting proximal gradient method with backtracking line search [2]_. |
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Mixed trend filtering via specialized ADMM as in [3]_, section 5.2. |