astro-informatics / sopt

Sparse OPTimisation using state-of-the-art convex optimisation algorithms.
http://astro-informatics.github.io/sopt/
GNU General Public License v2.0
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Add general SDMM operator #30

Closed mdavezac closed 8 years ago

mdavezac commented 9 years ago

General framework seeks to minimize $\sum_i g_i(L_i*x)$. It takes as input a list of operators consisting of:

It might/can also take as input a conjugate gradient method, a convergence criteria, itermax, gamma, ... something else?

mdavezac commented 9 years ago

I will be testing with $g_i = ||L_i(x - x0)||_2$.

Note to self: for i=0,1 $L_i = I$, the minimum is any point on the segment $x_0$ to $x_1$. Not just $0.5x_0 + 0.5x_1$.