This is a Matlab code implementing new primal-dual methods for composite convex optimization.
It implements the methods developed in the following papers: [1]. Q. Tran-Dinh and Y. Zhu: Non-Stationary First-Order Primal-Dual Algorithms with Fast NonErgodic Convergence Rates, https://arxiv.org/pdf/1903.05282.pdf.
Other related paper: http://papers.nips.cc/paper/7730-non-ergodic-alternating-proximal-augmented-lagrangian-algorithms-with-optimal-rates