OptimusPrimal: A lightweight primal-dual solver
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OptimusPrimal
is a lightweight proximal splitting Forward Backward Primal Dual based solver for convex optimization problems. The current version supports finding the minimum of f(x) + h(A x) + p(B x) + g(x), where f, h, and p are lower semi continuous and have proximal operators, and g is differentiable. A and B are linear operators.