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Proximal operator information


In mathematical optimization, the proximal operator is an operator associated with a proper,[note 1] lower semi-continuous convex function from a Hilbert space to , and is defined by: [1]

For any function in this class, the minimizer of the right-hand side above is unique, hence making the proximal operator well-defined. The proximal operator is used in proximal gradient methods, which is frequently used in optimization algorithms associated with non-differentiable optimization problems such as total variation denoising.


Cite error: There are <ref group=note> tags on this page, but the references will not show without a {{reflist|group=note}} template (see the help page).

  1. ^ Neal Parikh and Stephen Boyd (2013). "Proximal Algorithms" (PDF). Foundations and Trends in Optimization. 1 (3): 123–231. Retrieved 2019-01-29.

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