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Based on Goldstein2014
sfarrens
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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.
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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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## develop #263 +/- ##
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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.