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https://github.com/slimgroup/setintersectionprojection.jl

Constrained optimization
https://github.com/slimgroup/setintersectionprojection.jl

constrained-optimization constraint-satisfaction-problem constraints convex

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Constrained optimization

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# SetIntersectionProjection
Julia software for computing:
- projections onto intersections of convex and non-convex constraint sets [Documentation](https://petersbas.github.io/SetIntersectionProjectionDocs/)
- projections onto a generalization of the Minkowski set. [Documentation](https://petersbas.github.io/GeneralizedMinkowskiSetDocs/)

This software is based on the papers:

```bibtex
@article{peters2019algorithms,
title={Algorithms and software for projections onto intersections of convex and non-convex sets with applications to inverse problems},
author={Peters, Bas and Herrmann, Felix J},
journal={arXiv preprint arXiv:1902.09699},
year={2019}
}
```

and
```bibtex
@article{peters2019generalized,
title={Generalized Minkowski sets for the regularization of inverse problems},
author={Peters, Bas and Herrmann, Felix J},
journal={arXiv preprint arXiv:1903.03942},
year={2019}
}
```

## Installation for Julia 1.6:


```
add SetIntersectionProjection
```

- The examples also use the packages:
- [MAT](https://github.com/JuliaIO/MAT.jl)
- [PyPlot](https://github.com/JuliaPy/PyPlot.jl)
- [StatsBase](https://github.com/JuliaStats/StatsBase.jl)
- [InvertibleNetworks](https://github.com/slimgroup/InvertibleNetworks.jl)
- [TestImages](https://github.com/JuliaImages/TestImages.jl)
- [Images](https://github.com/JuliaImages/Images.jl)
- [Flux](https://github.com/FluxML/Flux.jl)


## Status:

### January 2022

- improved the l1-ball projection code, in terms of reduced computation times.
- master branch works with Julia 1.5 & 1.6
- timings for each part of the PARSDMM algorithm are now available as ``` log_PARSDMM.timing``` after solving a projection problem as ```(x1,log_PARSDMM) = PARSDMM(m,AtA,TD_OP,set_Prop,P_sub,comp_grid,options)```
- Recently added full support for custom JOLI operators, some examples can be found [here](https://github.com/slimgroup/SetIntersectionProjection.jl/blob/master/examples/ConstraintSetupExamples.jl).
- see [https://github.com/slimgroup/ConstrainedFWIExamples](https://github.com/slimgroup/ConstrainedFWIExamples) for some more examples of how to use this package as the projector in combination with other software packages that compute function values and gradients for PDE-constrained optimization.
- The waveform inversion example illustrates how SetIntersectionProjection can work together with other packages in other Julia versions (requires some package installations in Julia 0.6)
- the V06 branch works with Julia 0.6 and is intended only for the waveform inversion example that uses [WAVEFORM.jl](https://github.com/slimgroup/WAVEFORM.jl)