Related software

adaptive-proximal-algorithms: Julia implementation of adaptive proxima gradient method (adaPGM) and adaptive primal-dual method (adaPDM) based on the results here.

CIAOAlgorithms.jl: Julia implementation of several popular stochastic and incremental methods for finite sum minimization problems, including our extention of the Finito/MISO/DIAG algorithm for fully nonconvex problems based on the results presented here.

Primal-dual algorithms presented in here and here have been implemented as part of the generic Julia solver ProximalAlgorithms.jl.

See also the github repository JuliaFirstOrder and github repository KUL-OPTEC for other related packages developed in our group.