Proximal gradient method: Difference between revisions

Revision as of 12:25, 19 September 2013

Revision as of 19:02, 26 October 2013

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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 Shrinkage thresholding algorithm, [[Landweber iteration|projected Landweber]], projected

gradient, [[Alternatingalternating projection|alternating projections]]s, [[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 news |last1=Combettes |first1=Patrick L. |last2= Pesquet |first2=Jean-Chritophe |title=Proximal Splitting Methods in Signal Processing|page={11–23} |year=2009 |url=http://arxiv.org/abs/0912.3522}}</ref>

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*[[Basis pursuit|Basis Pursuit]]

*[[Landweber iteration|Projected Landweber]]

*[[Alternating projection|Alternating Projection ]]

*[[Alternating direction method of multipliers#Alternating direction method of multipliers|Alternating-direction method of multipliers]]

*Fast Iterative Shrinkage Thresholding Algorithm (FISTA)<ref>