TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods

TMAC is a toolbox written in C++11 that implements algorithms based on a set of mod- ern methods for large-scale optimization. It covers a variety of optimization problems, which can be both smooth and nonsmooth, convex and nonconvex, as well as constrained and unconstrained. The algorithms implemented in TMAC, such as the coordinate up- date … Read more