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pyHANSO: Python Implementation of Michael Overton's HANSO (Hybrid Algorithm for Non-Smooth Optimization)

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pyHANSO

pyHANSO: Python Implementation of Michael Overton's HANSO (Hybrid Algorithm for Non-Smooth Optimization)

Installation

python setup.py  install --user

Examples

A good entry-point for the code would be to run,

    python ista_vs_fista_vs_hanso.py

Or,

	python hanso/hanso.py

TODO

Modify code to use scipy's low-memory BGFS with HANSO's linesch_ww.

Send Bugs To

DOHMATOB Elvis Dopgima gmdopp@gmail.com elvis.dohmatob@inria.fr

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pyHANSO: Python Implementation of Michael Overton's HANSO (Hybrid Algorithm for Non-Smooth Optimization)

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