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Shuvomoy Das Gupta
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Session

07-29
19:00
30min
NExOS.jl for Nonconvex Exterior-point Operator Splitting
Shuvomoy Das Gupta

NExOS.jl is a Julia package that implements the Nonconvex Exterior-point Operator Splitting (NExOS) algorithm (https://arxiv.org/pdf/2011.04552.pdf). The package is tailored for minimizing a convex cost function over a nonconvex constraint set, where projection onto the constraint set is single-valued around local minima.

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