DECOPT is a MATLAB package for solving generic constrained convex optimization problems using a primal-dual algorithmic framework based on model-based excessive gap methods. It handles composite objective functions with arbitrary convex constraints and is backed by convergence guarantees proven in the accompanying NeurIPS 2014 and technical papers.
This page was last edited on 2022-07-05.
This page was last edited on 2022-07-05.