The Power Proximal Point and Augmented Lagrangian Method

This repository contains the code to reproduce the numerical experiments in

Oikonomidis A. Konstantinos, Bodard Alexander, Laude Emanuel, Patrinos Panagiotis. Global Convergence Analysis of the Power Proximal Point and Augmented Lagrangian Method.

Installation

We recommend to create a new Python virtual environment by running

python3 -m venv .venv

Install the required dependencies as follows

pip install -r requirements.txt

Benchmarks

Linear Programming

Run the script main_linear_programs.py to reproduce the experiment.

Quadratic Programming

Run the script main_convex_quadratics_v2.py to reproduce the Table of the experiment.

Run the script main_convex_quadratics.py to reproduce the Plots of the experiment.

$\ell_2$-regularized $\ell_1$-regression problem

Run the script main_l1_regression.py to reproduce the Plots of the experiment.