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CCA (Computational Convex Analysis) >> gph > gph_prox

gph_prox

Graph-matrix calculus (GPH), Proximal mapping

Calling Sequence

gphprox = gph_prox(gph, lambda)

Parameters

gph

matrix. A function in GPH matrix form.

lambda

constant. A positive smoothing parameter.

gphprox

matrix. The proximal mapping of the function gph, as a GPH matrix.

Description

Computes the proximal mapping of a given GPH function. The proximal mapping is the set of minimizers of the Moreau envelope,

Examples

gph = [-1  , 0, 1, 2; ..
        0  , 1, 3, 3; ..
       -0.5, 0, 2, 3];
lambda = 2;
gphprox = gph_prox(gph, lambda),
scf(); gph_plot(gph, gphprox);

See Also

Authors

Bryan Gardiner, University of British Columbia, BC, Canada

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