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PDHG docs shy about function requirements #2219

@manchester-jhellier

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@manchester-jhellier

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While using PDHG for the first time in a while, kept having problems getting it to run until I examined PDHG's docs very thoroughly. Would be nice if they were very upfront about the requirements on f in particular.

I've already made a revision to the docs, will PR and cite this issue.

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