Proximal gradient method: Difference between revisions

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They are called proximal because each non smooth function among <math>f_1, . . . , f_n</math> is involved via its proximity
operator. Iterative thresholding, [http://en.wikipedia.org/wiki/Landweber_iteration projected Landweber], projected
gradient, alternating projections, [http://en.wikipedia.org/wiki/Alternating_direction_method_of_multipliers#Alternating_direction_method_of_multipliers alternating-direction method of multipliers], alternating
split Bregman are special instances of proximal algorithms. Details of proximal methods are discussed in <ref>
{{cite article |last1=Combettes |first1=Patrick L. |last2= Pesquet |first2=Jean-Chritophe |title=Proximal Splitting
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</math>
 
== Examples ==
Special instances of Proximal Gradient Methods are
*[http://en.wikipedia.org/wiki/Basis_pursuit Basis Pursuit]
*[http://en.wikipedia.org/wiki/Landweber_iteration projected Landweber]
*[[Alternating Projection]]
*[http://en.wikipedia.org/wiki/Alternating_direction_method_of_multipliers#Alternating_direction_method_of_multipliers alternating-direction method of multipliers]
*
== References ==
* {{cite book