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Proximal Minimization

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Part of the book series: CMS Books in Mathematics ((CMSBM))

Abstract

We saw in Chapter 27 that the solutions to minimization problems can be characterized by fixed point equations involving proximity operators. Since proximity operators are firmly nonexpansive, they can be used to devise efficient operator splitting algorithms to solve minimization problems. Such algorithms, called proximal algorithms, are investigated in this chapter.

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Bauschke, H.H., Combettes, P.L. (2017). Proximal Minimization. In: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. CMS Books in Mathematics. Springer, Cham. https://doi.org/10.1007/978-3-319-48311-5_28

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