Implement a proximal point state.

src/Manopt.jl

@@ -201,6 +201,7 @@ include("solvers/LevenbergMarquardt.jl")
 include("solvers/particle_swarm.jl")
 include("solvers/primal_dual_semismooth_Newton.jl")
 include("solvers/proximal_bundle_method.jl")
+include("solvers/prorimal_point.jl")
 include("solvers/quasi_Newton.jl")
 include("solvers/truncated_conjugate_gradient_descent.jl")
 include("solvers/trust_regions.jl")

src/solvers/proximal_point.jl

@@ -0,0 +1,67 @@
+#
+#
+# State
+"""
+    ProximalPointState{P} <: AbstractGradientSolverState
+
+# Fields
+
+$(_var(:Field, :p; add=[:as_Iterate]))
+$(_var(:Field, :stopping_criterion, "stop"))
+
+# Constructor
+
+    ProximalPointState(M::AbstractManifold; kwargs...)
+
+Initialize the proximal point method solver state, where
+
+## Input
+
+$(_var(:Argument, :M; type=true))
+
+## Keyword arguments
+
+$(_var(:Keyword, :p; add=:as_Initial))
+$(_var(:Keyword, :stopping_criterion; default="[`StopAfterIteration`](@ref)`(100)`"))
+
+# See also
+
+[`proximal point`](@ref)
+"""
+mutable struct ProximalPointState{
+    P,
+    TStop<:StoppingCriterion,
+} <: AbstractGradientSolverState
+    p::P
+    stop::TStop
+end
+function ProximalPointState(
+    M::AbstractManifold;
+    p::P=rand(M),
+    stopping_criterion::SC=StopAfterIteration(200),
+) where {
+    P,
+    SC<:StoppingCriterion,
+}
+    return ProximalPointState{P,SC}(p, stopping_criterion)
+end
+function get_message(pps::ProximalPointState)
+    return get_message(pps.stepsize)
+end
+function show(io::IO, gds::ProximalPointState)
+    i = get_count(gds, :Iterations)
+    Iter = (i > 0) ? "After $i iterations\n" : ""
+    Conv = indicates_convergence(gds.stop) ? "Yes" : "No"
+    s = """
+    # Solver state for `Manopt.jl`s Proximal POint Method
+    $Iter
+
+    ## Stopping criterion
+
+    $(status_summary(gds.stop))
+    This indicates convergence: $Conv"""
+    return print(io, s)
+end
+#
+#
+# solver interface