optimus-primal is a light weight proximal splitting Forward Backward Primal Dual based solver for convex optimization problems.
The current version supports finding the minimum of $f(x) + h(A x) + p(B x) + g(x)$, where $f$, $h$, and $p$ are lower semi continuous and have proximal operators, and $g$ is differentiable. $A$ and $B$ are linear operators.
To learn more about proximal operators and algorithms, visit proximity operator repository. We suggest that users read the tutorial “The Proximity Operator Repository. User’s guide”.
Matthew Price
Research Fellow in Artificial Intelligence and Imaging
My research considers information; where it is, how it can be extracted, and how we can use it.