Proximal Splitting Methods in Signal Processing

  title={Proximal Splitting Methods in Signal Processing},
  author={P. L. Combettes and J. Pesquet},
  booktitle={Fixed-Point Algorithms for Inverse Problems in Science and Engineering},
  • P. L. Combettes, J. Pesquet
  • Published in
    Fixed-Point Algorithms for…
  • Computer Science, Mathematics
  • The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set. This tool, which plays a central role in the analysis and the numerical solution of convex optimization problems, has recently been introduced in the arena of inverse problems and, especially, in signal processing, where it has become increasingly important. In this paper, we review the basic properties of proximity operators which are relevant to signal processing and… CONTINUE READING
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