Linear and proximal programming

Concepts

• Proximal operator 10 exercisesThe proximal operator of a convex function f maps each point x to the unique minimizer of f(u)+(1)/(2)\|u-x\|^2 .
• Proximal gradient method 10 exercisesProximal gradient minimizes f(x)+g(x) , with f convex and smooth and g convex but possibly nondifferentiable, alternating a gradi…