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

Home Page: https://juliafirstorder.github.io/SeparableOptimization.jl/stable/

License: Apache License 2.0

Julia 100.00%
optimization julia julia-language separable-optimization admm admm-algorithm proximal-operators proximal-algorithms prox convex-optimization

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separableoptimization.jl's Issues

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Question on the implementation

Hi-
I noticed that the implementation of ADMM isn't exactly the same as what's in the paper. It seems you are using something along the lines of OSQP with a slight modification. Is there a reason you chose to do it this way (as opposed to making the objective fully linearly separable...) ? I tried implementing the procedure and have not been able to get it to work. I love the paper and believe it will be incredibly useful for my problem. Thank you in advance.

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