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PDF-L.VandenbergheEE236C(Spring2013-14)6.Proximalgradientmethodmotivation PDF document

Proximalmappingtheproximalmappingproxoperatorofaconvexfunctionhisde nedasproxhxargminuhu1 2kuxk22exampleshx0proxhxxhxICxindicatorfunctionofCproxhisprojectiononCproxhxar

Proximalmappingtheproximalmapping(prox-operator)ofaconvexfunctionhisde nedasproxh(x)=argminuh(u)+1 2kuxk22examplesh(x)=0:proxh(x)=xh(x)=IC(x)(indicatorfunctionofC):proxhisprojectiononCproxh(x)=ar

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