Reference guide

The package is mainly organized around two class hierarchies: the functions and the solvers. Instantiated functions represent convex functions to optimize. Instantiated solvers represent solving algorithms. The pyunlocbox.solvers.solve() solving function takes as parameters a solver object and some function objects to actually solve the optimization problem. See this function’s documentation for a typical usage example.

The pyunlocbox package is divided into the following modules:

  • functions: objective functions to define an optimization problem,
  • solvers: the main solving function and common solvers,
  • acceleration: general acceleration schemes for various solvers,
  • operators: some operators.