https://github.com/kul-optec/drn
Newton-type Douglas-Rachford splitting method and ADMM for structured nonconvex optimization
Science Score: 13.0%
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Low similarity (4.3%) to scientific vocabulary
Repository
Newton-type Douglas-Rachford splitting method and ADMM for structured nonconvex optimization
Basic Info
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- Stars: 7
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- Forks: 7
- Open Issues: 2
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Metadata Files
README.md
DRN
This repository contains the MATLAB implementation of Douglas-Rachford Newton-type methods (DRN) and Newton-type ADMM (NADMM).
Installation
To install the package, run the following from the MATLAB console: ```
cd
drnsetup To run the test scripts and verify correct functioning of the package, run:drntestThe commandshelp drn help nadmm ``` print out the docstrings for the DRN and NADMM respectively.
Example: the lasso
``` % Set up problem and options f = LeastSquares(A, b); g = NormL1(lam); Lf = norm(A)^2; gam = 0.95/Lf; opt.tol = 1e-12; opt.display = 0; opt.maxit = 1000;
% Invoke the solver out = drn(f, g, zeros(n, 1), gam, opt);
% Get the solution x_drn = out.z; ```
Owner
- Name: OPTEC
- Login: kul-optec
- Kind: organization
- Repositories: 24
- Profile: https://github.com/kul-optec
KU Leuven Center of Excellence: Optimization in Engineering
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- mkrishan (1)
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