L.VandenbergheEE236C(Spring2016)10.Proximalpointmethodproximalpointme - PDF document

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L.VandenbergheEE236C(Spring2016)10.Proximalpointmethodproximalpointme - PPT Presentation

Proximalpointmethodaconceptualalgorithmforminimizingaclosedconvexfunctionfxkproxtkfxk1argminufu1 2tkkuxk1k22canbeviewedasproximalgradientmethodpage63withgx0ofinterestifpro ID: 405657

Proximalpointmethoda`conceptual'algorithmforminimizingaclosedconvexfunctionf:x(k)=proxtkf(x(k1))=argminuf(u)+1 2tkkux(k1)k22canbeviewedasproximalgradientmethod(page6-3)withg(x)=0ofinterestifpro

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