diff --git a/Tools/relu_prox.m b/Tools/relu_prox.m
new file mode 100644
index 0000000..31f9cf8
--- /dev/null
+++ b/Tools/relu_prox.m
@@ -0,0 +1,8 @@
+function val = relu_prox(a,b,gamma,d,N)
+    val = zeros(d,N);
+    x = (a+gamma*b)/(1+gamma);
+    y = min(b,0);
+	val((a+gamma*b >= 0 & b >=0) | (a*(gamma-sqrt(gamma*(gamma+1))) <= gamma*b & b < 0)) = x((a+gamma*b >= 0 & b >=0) | (a*(gamma-sqrt(gamma*(gamma+1))) <= gamma*b & b < 0));
+    val(-a <= gamma*b & gamma*b <= a*(gamma-sqrt(gamma*(gamma+1)))) = b(-a <= gamma*b & gamma*b <= a*(gamma-sqrt(gamma*(gamma+1))));
+	val(a+gamma*b < 0) = y(a+gamma*b < 0);
+end
\ No newline at end of file