apgr is an R package that implements an accelerated proximal gradient descent optimization algorithm. It is designed to solve optimization problems of the form:
[ \min_x (g(x) + h(x)) ]
where ( g(x) ) is a smooth, convex function, and ( h(x) ) is a non-smooth, convex function with an easily computable proximal operator.
This package was developed as part of an optimization course project at Renmin University of China, Institute of Statistics and Big Data.
You can install the apgr package directly from GitHub using the devtools package:
# Install devtools if you haven't already
install.packages("devtools")
# Install apgr from GitHub
devtools::install_github("DJLin0219/apgr")