Conceptproximal operator / prox
Proximal Operator
An operator used to handle nondifferentiable convex functions. It performs implicit gradient descent on a regularization term by solving a nearby subproblem, does not require the function to be differentiable, and is widely used in composite optimization and proximal algorithms.
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Oct 12
The proximal operator prox_{ηh}(v) = argmin_x { h(x) + (1/(2η))||x-v||^2 } is equivalent to performing one step of implicit gradient descent on h at the point v, and does not require h to be differentiable.
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