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Add method for computing prox of convex conjugate of functional #33

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merged 8 commits into from
Oct 11, 2021

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@bwohlberg bwohlberg commented Oct 8, 2021

Add method for computing prox of convex conjugate of functional.

The code is straightforward, but others may have different ideas on naming of the method, for example.

@bwohlberg bwohlberg added the enhancement New feature or request label Oct 8, 2021
def prox(self, x: Union[JaxArray, BlockArray], lam: float) -> Union[JaxArray, BlockArray]:
r"""Evaluate proximal mapping at point :math:`\mb{x}` with scaling lam
def prox(self, x: Union[JaxArray, BlockArray], lam: float = 1) -> Union[JaxArray, BlockArray]:
r"""Scaled proximal operator of functional.
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"scaled proximal operator" sounds to me like c * prox_f. How about "proximal operator of optionally scaled functional". Or simply "Proximal operator of functional" and just make the scaling explicit in the formula.

def prox(self, x: Union[JaxArray, BlockArray], lam: float = 1) -> Union[JaxArray, BlockArray]:
r"""Scaled proximal operator of functional.

Evaluate scaled proximal operator of this functional, with
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see again my comment on "scaled proximal operator"

@bwohlberg bwohlberg merged commit 4b5cec4 into main Oct 11, 2021
@bwohlberg bwohlberg deleted the brendt/conj-prox branch October 11, 2021 18:53
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2 participants