Proximal gradient method: Difference between revisions

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== Projection onto Convex Sets (POCS) ==
 
One of the widely used convex optimization algorithmalgorithms is POCS ([[Projections onto convex sets|Projection Onto Convex Sets]]).
This algorithm is employed to recover/synthesize a signal satisfying simultaneously several convex constraints.
Let <math>f_i</math> be the indicator function of non-empty closed convex set <math>C_i</math> modeling a constraint.