3. Reference

This is the class and function reference of pyprox.

3.1. pyprox: Proximal algorithms

3.1.1. Primal algorithms

douglas_rachford(prox_f, prox_g, x0[, ...])	Minimize the sum of two functions using the Douglas Rachford splitting.
forward_backward(prox_f, grad_g, x0, L[, ...])	Minimize the sum of two functions using the Forward-backward splitting.

3.1.2. Dual algorithms

forward_backward_dual(grad_fs, prox_gs, K, x0, L)

Minimize the sum of the strongly convex function and a proper convex function.

3.1.3. Primal-dual algorithms

admm(prox_fs, prox_g, K, x0[, maxiter, ...])

Minimize an optimization problem using the Preconditioned Alternating