Olivier Fercoq

Accelerated Parallel and Proximal coordinate descent

For the paper A Coordinate Descent Primal-Dual Algorithm with Large Step Size and Possibly Non Separable Functions, I produced several pieces of code:

• generic primal-dual coordinate descent solver with dual variable duplication,
• primal-dual coordinate descent for TV+L1 regression,
• a degenerate example,
• solver for SVM with bias.

Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient -- Uses my generic solver as a library

Monitoring the Convergence Speed of PDHG to Find Better Primal and Dual Step Sizes