proximal
A fast and flexible Python package for efficiently solving lasso, elastic net, group lasso, and group elastic net problems.
First order optimization tools
Official code repository for ∇-Prox: Differentiable Proximal Algorithm Modeling for Large-Scale Optimization (SIGGRAPH TOG 2023)
PyTorch implementation of Proximal Gradient Algorithms a la Parikh and Boyd (2014). Useful for Auto-Sizing (Murray and Chiang 2015, Murray et al. 2019).
