openopt / copt

A Python library for mathematical optimization
http://openo.pt/copt
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Changes in minimize_three_split #98

Closed tvayer closed 1 year ago

tvayer commented 1 year ago

Small change in the minimize_three_split so as to match the algorithm 1 in the paper https://arxiv.org/pdf/1804.02339.pdf (the prox on x was not in the line-search loop)