Optimization
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TMAC currently supports solving convex optimization problems with operator splitting methods. We provided a few examples, such as gradient descent for least squares, forward-backward splitting for regularized empirical risk minimization.


.. toctree::
   :maxdepth: 1

   opt/least_squares
   opt/huber_loss
   opt/regression
   opt/inter_cvx_set
   opt/qcqp
   opt/tv
   opt/portfolio
   opt/svm