This is a Univeristy Project for the course Numerical Optimization
In this Project i implemented the Forward Backward Splitting Method, which optimizes a given Objective function h(x). It does so by reformulating it such that h(x) = f(x) + g(x). f(x) represents the smooth and differentiable part of h(x) and g(x) represents the non-smooth part
In this Project f(x) is given by 1/2∥Mx−y∥2 and g(x) is given by τ∥x∥1
I have also created a number of Problems which the Algorithm can perform on. Those Problems are increasing in Dimensionality