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Several problems in signal processing and machine learning can be casted as optimization problems. In many cases, they are of large-scale, nonlinear, have constraints, and nonsmooth in the unknown parameters. There exists plethora of fast algorithms for smooth convex optimization, but these algorithms are not readily applicable to nonsmooth problems, which has led to a considerable amount of research in this direction. In this paper, we propose a general algorithm for nonsmooth bound-constrained convex optimization problems.