Computing the proximal operator of the $\ell_1$ induced matrix norm
Optimization and Control
2021-01-18 v3
Abstract
In this short article, for any matrix the proximity operator of two induced norms and are derived. Although no close form expression is obtained, an algorithmic procedure is described which costs roughly . This algorithm relies on a bisection on a real parameter derived from the Karush-Kuhn-Tucker conditions, following the proof idea of the proximal operator of the function found in Parikh(2014).
Cite
@article{arxiv.2005.06804,
title = {Computing the proximal operator of the $\ell_1$ induced matrix norm},
author = {Jeremy E. Cohen},
journal= {arXiv preprint arXiv:2005.06804},
year = {2021}
}