pmelchior / proxmin

Proximal optimization in pure python
MIT License
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Block PGM #12

Closed pmelchior closed 6 years ago

pmelchior commented 6 years ago

Implements the Block version of PGM.

ADMM now uses PGM as fall-back option if prox_g is not set; bSDMM uses bPGM in the same situation with multiple variables. The advantage is a much lighter algorithm without the LX, Z, U, R, and S variables.