Corpus ID: 129303

On Decomposing the Proximal Map

@inproceedings{Yu2013OnDT,
  title={On Decomposing the Proximal Map},
  author={Y. Yu},
  booktitle={NIPS},
  year={2013}
}

Y. Yu

Published in NIPS 2013

Computer Science, Mathematics

The proximal map is the key step in gradient-type algorithms, which have become prevalent in large-scale high-dimensional problems. For simple functions this proximal map is available in closed-form while for more complicated functions it can become highly nontrivial. Motivated by the need of combining regularizers to simultaneously induce different types of structures, this paper initiates a systematic investigation of when the proximal map of a sum of functions decomposes into the composition… CONTINUE READING

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