proximal
A fast and flexible Python package for efficiently solving lasso, elastic net, group lasso, and group elastic net problems.
First-order optimization tools
A domain-specific language and compiler that transforms optimization problems into differentiable proximal solvers.
PyTorch implementation of Proximal Gradient Algorithms a la Parikh and Boyd (2014). Useful for Auto-Sizing (Murray and Chiang 2015, Murray et al. 2019).
