pyproximal.optimization.cls_primal.ProximalPoint

class pyproximal.optimization.cls_primal.ProximalPoint(callbacks: Callbacks = None)

Proximal point algorithm

Solves the following minimization problem using Proximal point algorithm:

\[\mathbf{x} = \argmin_\mathbf{x} f(\mathbf{x})\]

where \(f(\mathbf{x})\) is any convex function that has a known proximal operator.

Notes

The Proximal point algorithm can be expressed by the following recursion:

\[\mathbf{x}^{k+1} = \prox_{\tau f}(\mathbf{x}^k)\]

Methods

__init__([callbacks])
callback(x, *args, **kwargs)	Callback routine
finalize([nbar, show])	Finalize solver
memory_usage()	Compute memory usage of the solver
run(x[, niter, show, itershow])	Run solver
setup(prox, x0, tau[, niter, tol, show])	Setup solver
solve(prox, x0, tau[, niter, tol, show, ...])	Run entire solver
step(x[, show])	Run one step of solver