Proximal gradient method: Difference between revisions

Revision as of 19:51, 25 November 2013

Revision as of 19:56, 25 November 2013

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<math>P_Cx \in C</math> such that <math>D_C(x) = \| x - P_Cx \|_2 </math>.

The [[Subdifferentialsubdifferential]] of <math>f</math> is given by

<math>

\partial f : \mathbb{R}^N \rightarrow 2^{\mathbb{R}^N} : x \mapsto \{ u \in \mathbb{R}^N | \forall y \in \mathbb{R}^N, (y-x)^\mathrm{T}u+f(x) \leq f(y)).\}

</math>