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This paper characterizes the proximal operator of the piece-wise exponential function $1\!-\!e^{-|x|/\sigma}$ with a given shape parameter $\sigma\!>\!0$, which is a popular nonconvex surrogate of $\ell_0$-norm in support vector machines,…

Numerical Analysis · Mathematics 2023-06-26 Yulan Liu , Yuyang Zhou , Rongrong Lin

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set. This tool, which plays a central role in the analysis and the numerical solution of convex optimization problems,…

Optimization and Control · Mathematics 2010-05-19 Patrick L. Combettes , Jean-Christophe Pesquet

This paper considers solving the unconstrained $\ell_q$-norm ($0\leq q<1$) regularized least squares ($\ell_q$-LS) problem for recovering sparse signals in compressive sensing. We propose two highly efficient first-order algorithms via…

Information Theory · Computer Science 2016-03-16 Fei Wen , Yuan Yang , Peilin Liu , Rendong Ying , Yipeng Liu

Proximal operators are now ubiquitous in non-smooth optimization. Since their introduction in the seminal work of Moreau, many papers have shown their effectiveness on a wide variety of problems, culminating in their use to construct…

Optimization and Control · Mathematics 2026-02-03 Guillaume Lauga , Samuel Vaiter

Proximal splitting-based convex optimization is a promising approach to linear inverse problems because we can use some prior knowledge of the unknown variables explicitly. An understanding of the behavior of the optimization algorithms…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Ryo Hayakawa

In minimization models for image recovery and data analysis problems, loss functions and linear operators are typically aggregated as an average of composite terms. Each term in the aggregate models a desired property of the ideal solution…

Optimization and Control · Mathematics 2026-02-26 Patrick L. Combettes , Diego J. Cornejo

Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…

Optimization and Control · Mathematics 2018-08-16 Biel Roig-Solvas , Lee Makowski , Dana H. Brooks

Parameterized convex minorant (PCM) method is proposed for the approximation of the objective function in amortized optimization. In the proposed method, the objective function approximator is expressed by the sum of a PCM and a nonnegative…

Machine Learning · Computer Science 2023-11-13 Jinrae Kim , Youdan Kim

This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

Proximal operators are fundamental across many applications in signal processing and machine learning, including solving ill-posed inverse problems. Recent work has introduced Learned Proximal Networks (LPNs), providing parametric functions…

Machine Learning · Computer Science 2026-04-20 Oriel Savir , Zhenghan Fang , Jeremias Sulam

This paper presents a new convergent Plug-and-Play (PnP) algorithm. PnP methods are efficient iterative algorithms for solving image inverse problems formulated as the minimization of the sum of a data-fidelity term and a regularization…

Machine Learning · Statistics 2023-04-06 Samuel Hurault , Antonin Chambolle , Arthur Leclaire , Nicolas Papadakis

This paper aims to develop new and fast algorithms for recovering a sparse vector from a small number of measurements, which is a fundamental problem in the field of compressive sensing (CS). Currently, CS favors incoherent systems, in…

Optimization and Control · Mathematics 2017-05-18 Yifei Lou , Ming Yan

Plug-and-Play (PnP) methods solve ill-posed inverse problems through iterative proximal algorithms by replacing a proximal operator by a denoising operation. When applied with deep neural network denoisers, these methods have shown…

Optimization and Control · Mathematics 2022-06-22 Samuel Hurault , Arthur Leclaire , Nicolas Papadakis

Operator learning has been highly successful for continuous mappings between infinite-dimensional spaces, such as PDE solution operators. However, many operators of interest-including differential operators-are discontinuous or set-valued,…

Machine Learning · Computer Science 2026-05-13 Takashi Furuya , Yury Korolev , Takaharu Yaguchi

We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

Optimization and Control · Mathematics 2019-07-12 Reinier Díaz Millán , Majela Pentón Machado

In this paper, we bring together two trends that have recently emerged in sparse signal recovery: the problem of sparse signals that stem from finite alphabets and the techniques that introduce concave penalties. Specifically, we show that…

Optimization and Control · Mathematics 2018-12-04 Sophie M. Fosson

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

Operator splitting algorithms are a cornerstone of modern first-order optimization, relying critically on proximal operators as their fundamental building blocks. However, explicit formulas for proximal operators are available only for…

Optimization and Control · Mathematics 2025-09-17 Nicholas Di , Eric C. Chi , Samy Wu Fung
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