The PyUNLocBoX is a Python package which uses proximal splitting methods to solve non-differentiable convex optimization problems. It is a free software, distributed under the BSD license, and available on PyPI . The documentation is available on Read the Docs and development takes place on GitHub . (A Matlab counterpart exists.)
The package is designed to be easy to use while allowing any advanced tasks. It is not meant to be a black-box optimization tool. You’ll have to carefully design your solver. In exchange you’ll get full control of what the package does for you, without the pain of rewriting the proximity operators and the solvers and with the added benefit of tested algorithms. With this package, you can focus on your problem and the best way to solve it rather that the details of the algorithms. It comes with the following
Gradient descent