Ontology highlight
ABSTRACT:
SUBMITTER: Osher S
PROVIDER: S-EPMC10083605 | biostudies-literature | 2023 Apr
REPOSITORIES: biostudies-literature
Proceedings of the National Academy of Sciences of the United States of America 20230329 14
First-order optimization algorithms are widely used today. Two standard building blocks in these algorithms are proximal operators (proximals) and gradients. Although gradients can be computed for a wide array of functions, explicit proximal formulas are known for only limited classes of functions. We provide an algorithm, HJ-Prox, for accurately approximating such proximals. This is derived from a collection of relations between proximals, Moreau envelopes, Hamilton-Jacobi (HJ) equations, heat ...[more]