alternating_dual_updates

Alternating dual (AD) update algorithm studied by McGaffin and Fessler.

The alternating dual upgrade method solves structured convex optimization problems by successively updating dual variables which are associated with each of the components.

Functions

adupdates(x, g, L, stepsize, …[, random, …])	Alternating Dual updates method.
adupdates_simple(x, g, L, stepsize, …[, …])	Non-optimized version of adupdates.