“Proximal Point – regularized convex on linear II”
“Proximal Point – regularized convex on linear II”
A more generic approach to constructing proximal point optimizers with regularization. We introduce Moreau Envelopes, Proximal Operators, and their usefulness to optimizing regularized models.
Source: alexshtf.github.io/2020/04/04/ProximalConvexOnLinearCont.html
April 12, 2020
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