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Python implementation of a proximal bundle method for non-smooth convex optimization

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Name		Name	Last commit message	Last commit date
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LICENSE		LICENSE
README.md		README.md
bundle.py		bundle.py
example.ipynb		example.ipynb
requirements.txt		requirements.txt

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bundle-method

A python implementation of a proximal bundle method for non-smooth convex optimization.

Requirements

Usage

See example.ipynb.

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Python implementation of a proximal bundle method for non-smooth convex optimization

bundle-method non-smooth-optimization

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