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Add support for ADMM#263

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paquiteau merged 14 commits intoCEA-COSMIC:developfrom
paquiteau:admm
Oct 7, 2023
Merged

Add support for ADMM#263
paquiteau merged 14 commits intoCEA-COSMIC:developfrom
paquiteau:admm

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@paquiteau
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Hi,
This is a WIP for adding (finally) the ADMM solver, and its variation Fast ADMM proposed by Goldstein et al. [^1]

I plan to add test in the future, but I think the test module for the algorithm requires a strong refactoring, I will probably do a separated PR for that also (see #262)

[^1] T. Goldstein, B. O’Donoghue, S. Setzer, and R. Baraniuk, “Fast Alternating Direction Optimization Methods,” SIAM J. Imaging Sci., vol. 7, no. 3, pp. 1588–1623, Jan. 2014, doi: 10/gdwr49.

@paquiteau paquiteau changed the base branch from master to develop November 15, 2022 14:50
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@sfarrens sfarrens left a comment

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Excellent work as usual @paquiteau. Just some minor points to address and then I will take once last look at the implementations vs the papers to make sure everything looks OK before merging.

@paquiteau
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Thank you for your review! I still have work to do on this PR: there are some mismatch between the ADMM and FastADMM arguments, and it lacks testing (just like the PnP one).

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codecov-commenter commented Mar 15, 2023

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@@            Coverage Diff             @@
##             develop     #263   +/-   ##
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@paquiteau paquiteau requested a review from philouc May 11, 2023 10:21
@paquiteau paquiteau merged commit 767e930 into CEA-COSMIC:develop Oct 7, 2023
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4 participants