Made proximal operator bold
This commit is contained in:
parent
7aa6248d71
commit
d8646a2741
@ -1017,7 +1017,7 @@ $\gamma h\left( \tilde{\boldsymbol{x}} \right) $ has to be computed.
|
|||||||
It is then immediately approximated with gradient-descent:%
|
It is then immediately approximated with gradient-descent:%
|
||||||
%
|
%
|
||||||
\begin{align*}
|
\begin{align*}
|
||||||
\text{prox}_{\gamma h} \left( \tilde{\boldsymbol{x}} \right) &\equiv
|
\textbf{prox}_{\gamma h} \left( \tilde{\boldsymbol{x}} \right) &\equiv
|
||||||
\argmin_{\boldsymbol{t} \in \mathbb{R}^n}
|
\argmin_{\boldsymbol{t} \in \mathbb{R}^n}
|
||||||
\left( \gamma h\left( \boldsymbol{t} \right) +
|
\left( \gamma h\left( \boldsymbol{t} \right) +
|
||||||
\frac{1}{2} \lVert \boldsymbol{t} - \tilde{\boldsymbol{x}} \rVert \right)\\
|
\frac{1}{2} \lVert \boldsymbol{t} - \tilde{\boldsymbol{x}} \rVert \right)\\
|
||||||
|
|||||||
@ -274,12 +274,12 @@ desired \cite[Sec. 15.3]{ryan_lin_2009}.
|
|||||||
|
|
||||||
\textit{Proximal algorithms} are algorithms for solving convex optimization
|
\textit{Proximal algorithms} are algorithms for solving convex optimization
|
||||||
problems, that rely on the use of \textit{proximal operators}.
|
problems, that rely on the use of \textit{proximal operators}.
|
||||||
The proximal operator $\text{prox}_f : \mathbb{R}^n \rightarrow \mathbb{R}^n$
|
The proximal operator $\textbf{prox}_f : \mathbb{R}^n \rightarrow \mathbb{R}^n$
|
||||||
of a function $f:\mathbb{R}^n \rightarrow \mathbb{R}$ is defined by
|
of a function $f:\mathbb{R}^n \rightarrow \mathbb{R}$ is defined by
|
||||||
\cite[Sec. 1.1]{proximal_algorithms}%
|
\cite[Sec. 1.1]{proximal_algorithms}%
|
||||||
%
|
%
|
||||||
\begin{align*}
|
\begin{align*}
|
||||||
\text{prox}_{\lambda f}\left( \boldsymbol{v} \right) = \argmin_{\boldsymbol{x}} \left(
|
\textbf{prox}_{\lambda f}\left( \boldsymbol{v} \right) = \argmin_{\boldsymbol{x}} \left(
|
||||||
f\left( \boldsymbol{x} \right) + \frac{1}{2\lambda}\lVert \boldsymbol{x}
|
f\left( \boldsymbol{x} \right) + \frac{1}{2\lambda}\lVert \boldsymbol{x}
|
||||||
- \boldsymbol{v} \rVert_2^2 \right)
|
- \boldsymbol{v} \rVert_2^2 \right)
|
||||||
.\end{align*}
|
.\end{align*}
|
||||||
@ -300,7 +300,7 @@ and minimizing $g$ using the proximal operator
|
|||||||
%
|
%
|
||||||
\begin{align*}
|
\begin{align*}
|
||||||
\boldsymbol{x} \leftarrow \boldsymbol{x} - \lambda \nabla f\left( \boldsymbol{x} \right) \\
|
\boldsymbol{x} \leftarrow \boldsymbol{x} - \lambda \nabla f\left( \boldsymbol{x} \right) \\
|
||||||
\boldsymbol{x} \leftarrow \text{prox}_{\lambda g} \left( \boldsymbol{x} \right)
|
\boldsymbol{x} \leftarrow \textbf{prox}_{\lambda g} \left( \boldsymbol{x} \right)
|
||||||
,\end{align*}
|
,\end{align*}
|
||||||
%
|
%
|
||||||
Since $g$ is minimized with the proximal operator and is thus not required
|
Since $g$ is minimized with the proximal operator and is thus not required
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user