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SOLVER - Add APPROX solver#131

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Badr-MOUFAD wants to merge 3 commits into
benchopt:mainfrom
Badr-MOUFAD:sol-approx
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SOLVER - Add APPROX solver#131
Badr-MOUFAD wants to merge 3 commits into
benchopt:mainfrom
Badr-MOUFAD:sol-approx

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@Badr-MOUFAD
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This adds APPROX solver (see ref below)

@article{fercoq2015accelerated,
  title={Accelerated, parallel, and proximal coordinate descent},
  author={Fercoq, Olivier and Richt{\'a}rik, Peter},
  journal={SIAM Journal on Optimization},
  volume={25},
  number={4},
  pages={1997--2023},
  year={2015},
  publisher={SIAM}
}

Revival of #63

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Badr-MOUFAD commented May 12, 2023

It is weird that the tests pass for the dev version of benchopt yet fail for the released version (1.3.1).
Besides, I'm unable to reproduce this failure.

@mathurinm any thoughts?

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No obvious culprit as far as I'm concerned, maybe @tomMoral knows?

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