Primal-dual hybrid gradient method

PDHG is a powerful splitting method that can solve a wide range of constrained and non-differentiable optimization problems. Unlike the popular ADMM method, the PDHG approach usually does not require expensive minimization sub-steps. We provide adaptive stepsize selection rules that automate the solver, while increasing its speed and robustness.

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Split Bregman

The split Bregman method (also know as ADMM) is a method for solving a wide range of image processing and signal reconstruction problems. It makes optimization fast and easy, particularly when L1 or total-variation priors make other methods difficult.

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