Composite_optimization

A package containing first-order optimization methods for composite problems, i.e problems of the following form: $$\min_x F(x):=f(x)+h(x),$$ where $f$ is convex and differentiable, and $h$ is proper lower semicontinuous.

The file algorithms.py contains the algorithms and provides several options for the user.

The file visualizer.py gives useful visualizing functions.