This package contains the code to reproduce the figures in On the (linear) convergence of Generalized Newton Inexact ADMM.
You can add the package locally directly from this repo:
using Pkg
Pkg.add(url="https://github.com/tjdiamandis/GeNIADMM.jl")All numerical experiments can be found in the experiments folder.
For a full solver that leverages the same ideas, check out GeNIOS.jl.