pmelchior / proxmin

Proximal optimization in pure python
MIT License
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Implement full proximal Newton scheme #19

Closed pmelchior closed 4 years ago

pmelchior commented 5 years ago

current implementation effectively undoes the adaptive step sizes from the quasi-Newton schemes. However, several papers from 2012 have implemented Newton solvers with line-search and other methods. Incorporate strategies for element-wise separable and general proxes

pmelchior commented 4 years ago

false fail