.. TMAC documentation master file, created by sphinx-quickstart on Sun Apr 26 14:49:05 2015. You can adapt this file completely to your liking, but it should at least contain the root `toctree` directive. Welcome to the TMAC's documentation! ##################################### .. toctree:: :hidden: :maxdepth: 1 build core optimization equations contribute io api faq Overview =========== TMAC is a toolbox written in C++11 that implements algorithms based on a set of modern methods for large-scale optimization. It covers a variety of optimization problems, which can be both smooth and nonsmooth, convex and nonconvex, as well as constrained and unconstrained. The algorithms implemented in TMAC, such as the coordinate update method and operator splitting method, are scalable as they decompose a problem into simple subproblems. These algorithms can run in a multi-threaded fashion, either synchronously or asynchronously, to take advantages of all the cores available. TMAC is separated into several layers, and this architecture mimics how a scientist writes down an optimization algorithm. Therefore, it is easy for one to obtain a new algorithm by making simple modifications such as adding a new operator and adding a new splitting, while maintaining the multicore parallelism and other features. The main components of TMAC include: * A rich set of operators: proximal operators, projection operators, and gradient operators * Operator splitting schemes: forward-backward, backward-forward, Douglas-Rachford, Peaceman-Rachford * A shared-memory (asynchronous) parallel driver * Examples: (sparse) logistic regression, LASSO, portfolio optimization, nonnegative matrix factorization, insection of two sets * Supported dataset formats: matrix market, LIBSVM TMAC is written in C++. Python, Julia and Matlab interfaces are under development. The following graph is an overview of the design. .. image:: arch.png :width: 400px :align: center Related Papers ============== .. [TMAC2016] Brent Edmunds, Zhimin Peng, Wotao Yin, *TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods*, UCLA-CAM report 16-38 (2016) .. [AROCK2015] Zhimin Peng, Yangyang Xu, Ming Yan, Wotao Yin, *ARock: an Algorithmic Framework for Asynchronous Parallel Coordinate Updates*, arXiv preprint arXiv:1506.02396 (2015) .. [CF2016] Zhimin Peng, Tianyu Wu, Yangyang Xu, Ming Yan, Wotao Yin, *Coordinate Friendly Structures, Algorithms and applications*, Annals of Mathematical Sciences and Applications, 1(1), pp. 57–119, 2016. License and copyright ===================== Except for the Eigen library header files, all files distributed with TMAC are made available under the `New BSD license `_, which states:: TMAC is a toolbox of modern async-parallel, coordinate, splitting, and stochastic methods. Copyright (C) 2016 UCLAOPT Research Group Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: - Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. - Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. - Neither the name of the owner nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. Note that Eigen is `MPL2-licensed `_. Indices and tables ================== * :ref:`genindex`