Iterative Algorithms (sigpy.alg)

This module provides an abstract class Alg for iterative algorithms, and implements commonly used methods, such as gradient methods, Newton’s method, and the augmented Lagrangian method.

The Algorithm Class

sigpy.alg.Alg

Abstraction for iterative algorithms.

First-order Gradient Methods

sigpy.alg.GradientMethod	First order gradient method.
sigpy.alg.ConjugateGradient	Conjugate gradient method.
sigpy.alg.PrimalDualHybridGradient	Primal dual hybrid gradient.
sigpy.alg.ADMM	Alternating Direction Method of Multipliers.
sigpy.alg.SDMM	Simultaneous Direction Method of Multipliers.

Other Methods

sigpy.alg.NewtonsMethod	Newton’s Method.
sigpy.alg.PowerMethod	Power method to estimate maximum eigenvalue and eigenvector.
sigpy.alg.AltMin	Alternating minimization.
sigpy.alg.AugmentedLagrangianMethod	Augmented Lagrangian method for constrained optimization.