The Advanced Proximal Optimization Toolbox

Scientific Computational Imaging COde

Proximal operators for nonsmooth optimization in Julia

Proximal algorithms for nonsmooth optimization in Julia

A Python convex optimization package using proximal splitting methods

Proximal optimization in pure python

Official code repository for ∇-Prox: Differentiable Proximal Algorithm Modeling for Large-Scale Optimization (SIGGRAPH TOG 2023)

PyProximal – Proximal Operators and Algorithms in Python

A Matlab convex optimization toolbox using proximal splitting methods

MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3

Iterative shrinkage / thresholding algorithms (ISTAs) for linear inverse problems

A set of notebooks related to convex optimization, variational inference and numerical methods for signal processing, machine learning, deep learning, graph analysis, bayesian programming, statistics or astronomy.

A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.

A small library implementing phase retrieval algorithms for 2D images.

Proximal Nested Sampling for high-dimensional Bayesian model selection

Topics in Signal Processing

Cut-pursuit with preconditioned forward-Douglas-Rachford for regularization of classical functionals by graph total variation

Nonconvex Exterior Point Operator Splitting

Newton-type accelerated proximal gradient method in Julia

MATLAB implementations of a variety of machine learning/signal processing algorithms.

Coordinate and Incremental Aggregated Optimization Algorithms

Solving inverse problems with Proximal Markov Chain Monte Carlo

New Matrix Factorization Algorithms based on Bregman Proximal Gradient: BPG-MF, CoCaIn BPG-MF, BPG-MF-WB

Proximal operators for use with RegularizedOptimization

Bazinga.jl: a toolbox for constrained composite optimization

Proximal-point methods for machine learning

A Python implementation of Goldstein et. al's FASTA algorithm for convex optimization.

Test Cases for Regularized Optimization

Implementation of Collective Matrix Completion by Mokhtar Z. Alaya and Olga Klopp https://arxiv.org/abs/1807.09010

PNPG algorithm implementation and examples