copt.minimize_three_split(f_grad, x0[, …])
copt.minimize_three_split
Davis-Yin three operator splitting method.
copt.minimize_primal_dual(f_grad, x0[, …])
copt.minimize_primal_dual
Primal-dual hybrid gradient splitting method.
Examples:
Estimating a sparse and low rank matrix
Total variation regularization
Group lasso with overlap
Optimization in Python