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PEGM

This is a supplementary code for the paper "Proximal exrtrapolated gradient methods for variational inequalities"

Usage

======= There are several problems, which are 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/

Folder methods collects two files algorithms.py and algorithms_terminate.py. The algorithms in both files are almost identical: in the latter the stopping criteria in incorporated, and in the former some energy is computing in every iteration.

Folder misc collects 2 files opt_operators.py, in which several proximal operators are defined, and fancy_plots, which provides a nice plots that were used for publication.