Nonsmooth optimization using proximal algorithms in Julia

Lorenzo will talk about nonsmooth optimization using proximal algorithms in Julia, in particular his work on the packages ProximalOperators.jl and ProximalAlgorithms.jl. The first one implements first order primitives for a variety of functions that can be used to express problems, the second one relies on the first and contains generic implementations of various well-known iterative methods in convex optimization.