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NMPG solver#337

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aldma wants to merge 2 commits into
JuliaSmoothOptimizers:masterfrom
aldma:add-NMPG-solver
Open

NMPG solver#337
aldma wants to merge 2 commits into
JuliaSmoothOptimizers:masterfrom
aldma:add-NMPG-solver

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@aldma

@aldma aldma commented Jul 3, 2026

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This PR intends to add a simple solver for regularized problems min f+g based on the classical proximal-gradient method. It can use nonmonotone globalization and spectral (or BB) stepsizes.

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