This is a supplementary code (in Python 3) for the paper Malitsky Y., Pock T. "A first-order primal-dual algorithm with linesearch"
There are 3 problems: Min-max game, l1-regularized least square, and nonnegative least square.
Each problem is presented in the individual Jupyter (formerly Ipython) Notebook file with extension ipynb.
To play with these problems you need Jypyter Notebook to be installed on your computer.
Alternatively, you can read these notebooks using http://nbviewer.jupyter.org/
File algorithms.py collects codes of all optimization algorithms except primal-dual ones.
File pd_algorithms.py includes codes of all primal-dual algorithms (including accelerated versions and ones with linesearch)
File opt_operators.py includes codes for several proximal operators.
File misc_for_output.py includes codes of some functions for nicer outputs.
Folder figures collects all plots that were used in the paper.