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TMAC is a toolbox written in C++11 that implements algorithms based on a setof modern methods for large-scale optimization. It covers a variety ofoptimization problems, which can be both smooth and nonsmooth, convex andnonconvex, as well as constrained and unconstrained. The algorithms implementedin TMAC, such as the coordinate up- date method and operator splitting method,are scalable as they decompose a problem into simple subproblems. Thesealgorithms can run in a multi-threaded fashion, either synchronously orasynchronously, to take advantages of all the cores available. TMACarchitecture mimics how a scientist writes down an optimization algorithm.Therefore, it is easy for one to obtain a new algorithm by making simplemodifications such as adding a new operator and adding a new splitting, whilemaintaining the multicore parallelism and other features. The package isavailable at https://github.com/uclaopt/TMAC.

TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods