UNLocBoX A matlab convex optimization toolbox using proximal splitting methods

Abstract

Nowadays the trend to solve optimization problems is to use specific algorithms rather than very general ones. The UNLocBoX provides a general framework allowing the user to design his own algorithms. To do so, the framework try to stay as close from the mathematical problem as possible. More precisely, the UNLocBoX is a Matlab toolbox designed to solve convex optimization problem of the form \[ \min_{x \in \mathcal{C}} \sum_{n=1}^K f_n(x), \] using proximal splitting techniques. It is mainly composed of solvers, proximal operators and demonstration files allowing the user to quickly implement a problem.