Proximal gradient method: Difference between revisions

Revision as of 07:42, 8 December 2017

Revision as of 07:45, 8 December 2017

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</math>

Note that in the specific case where <math>f</math> is the indicator function <math>i_C\iota_C</math> of some convex set <math>C</math>

: <math>

\begin{align}

\operatorname{prox}_{i_C\iota_C}(x)

&= \operatorname{argmin}\limits_y

\begin{cases}