ProximalOperators.jl

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Sums of norms

2

Hi Lorenzo, I wanted to follow up on this comment: https://github.com/JuliaFirstOrder/ProximalOperators.jl/issues/124#issuecomment-894072191 I think these weighted sums of norms can be useful for Group/Fused Lasso type problems. For the Group Lasso,...

fabian-sp

Gradients

9

We seem to be missing most of the implementations of `gradient`/`gradient!`. Was this intentional or should I start adding them? Should we define gradients even for functions that are not...

mfalt

Replace exponential cone projection?

3

There's a new, robust implementation of the projection onto the exponential cone detailed in [this paper by Henrik Friberg](https://docs.mosek.com/whitepapers/expcone-proj.pdf). This is implemented in MathOptSetDistances.jl. Happy to port over. https://github.com/matbesancon/MathOptSetDistances.jl/blob/1f3e578398ba91fbbcaf805aaf55f9105d858a40/src/projections.jl#L170 Relevant...

tjdiamandis

Nonnegative least squares example

3

Whipped this together earlier. Not sure on the stopping criterion, but it seems reasonable... ```julia using ProximalOperators # Define solvers function NNLS_admm(A, b, x; tol = 1e-9, maxit = 50000,...

caseykneale

Computing proximal operator of a constrained convex function

5

May I request for the feature extension to compute the proximal operator of a constrained convex function? For example, a constrained convex function that shows up in low rank factor...

Shuvomoy

Missing functions and calculus rules

2

This is a list of (some of the) currently missing functions and calculus rules for proximal mappings, with references. Please comment to add more to the list. **Functions** - [...

lostella

De-randomized tests

1

As noted several times, code coverage bounces up and down due to randomized tests. One way of avoiding this is to hardcode all cases to be tested: time consuming, but...

lostella

Docstrings could be polished by using the `@doc` macro with `raw"..."` strings, see https://juliadocs.github.io/Documenter.jl/stable/man/latex/#Escaping-Characters-in-Docstrings-1. This would get rid of the current abundance of backslashes due to string escaping.

lostella

An immutable type ProximalPoint

1

This is just a design idea, but I kinda like it. From the beginning of ProximalOperators, we had `prox!` and `prox` returning both the proximal point `y` *and* the value...

lostella

Locally Low-Rank operator

2

I would like to use the LLR operator, and am considering making a PR. Reference: "Local Low-Rank Matrix Approximation" Joonseok Lee et al. https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/45235.pdf

baggepinnen