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foges committed Mar 27, 2015
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[POGS](http://foges.github.io/pogs)
====

POGS is a solver for convex optimization problems in _graph form_ using [Alternating Direction Method of Multipliers](http://foges.github.io/pogs/ref/admm) (ADMM). Head over to the GitHub.io page for complete [Documentation](http://foges.github.io/pogs).
POGS is a solver for convex optimization problems in _graph form_ using [Alternating Direction Method of Multipliers](http://foges.github.io/pogs/ref/admm) (ADMM). Head over to the GitHub.io page for more complete [Documentation](http://foges.github.io/pogs).

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A graph form problem can be expressed as
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![Supported Equations](https://github.com/foges/pogs/raw/master/img/eqs.png)

where `I(.)` is the indicator function, taking on the value 0 if the condition is satisfied and infinity otherwise. More functions can be added by modifying the proximal operator header file: `<pogs>/src/prox_lib.h`.
where `I(.)` is the indicator function, taking on the value 0 if the condition is satisfied and infinity otherwise. More functions can be added by modifying the proximal operator header file: `<pogs>/src/include/prox_lib.h`.


Languages / Frameworks
======================
Three different implementations of the solver are either planned or already supported:

1. C++/BLAS/OpenMP: A CPU version can be found in the file `<pogs>/src/pogs.cpp`. POGS must be linked to a BLAS library (such as the Apple Accelerate Framework or ATLAS).
2. C++/cuBLAS/CUDA: A GPU version is located in the file `<pogs>/src/pogs.cu`. To use the GPU version, the CUDA SDK must be installed, and the computer must have a CUDA-capable GPU.
1. C++/BLAS/OpenMP: A CPU version can be found in the file `<pogs>/src/cpu/`. POGS must be linked to a BLAS library (such as the Apple Accelerate Framework or ATLAS).
2. C++/cuBLAS/CUDA: A GPU version is located in the file `<pogs>/src/gpu/`. To use the GPU version, the CUDA SDK must be installed, and the computer must have a CUDA-capable GPU.
3. MATLAB: A MATLAB implementation along with examples can be found in the `<pogs>/matlab` directory. The code is heavily documented and primarily intended for pedagogical purposes.


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