Proximal OperatorsΒΆ

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)