Proximal Operators

The proximal_operators module contains functions to compute the following proximal operators:

• Proximal operator of the nuclear norm (nucnorm)
• Proximal operator of the l1 norm (sparse)
• Proximal operator corresponding to solving a linear system of equations (linsys)
• Proximal operator of the l2 norm, a squared error penalty (squared_error)
• Proximal operator for minimizing an arbitrary smooth function given an oracle that computes the function value and gradient (lbfgs)
• Pxorimal operator for the l2 penalty of the discrete different operator, to encourage smoothness (smooth)
• Projection onto the non-negative orthant (nonneg)
• Projection onto the semidefinite cone (semidefinite_cone)