Proximal gradient method: Difference between revisions

Revision as of 09:25, 6 September 2017

Revision as of 09:26, 6 September 2017

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The proximity operator of a convex function <math>f</math> at <math>x</math> is defined as the unique solution to

:<math>

\operatorname{argmin}\limits_y \big f(y) + \frac{1}{2} \left\| x-y \right\|_2^2 \big

</math>

and is denoted <math>\operatorname{prox}_f(x)</math>.