English

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 XRn×mX\in\mathbb{R}^{n\times m} the proximity operator of two induced norms X1 \|X\|_1 and X \|X\|_{\infty} are derived. Although no close form expression is obtained, an algorithmic procedure is described which costs roughly O(nm)\mathcal{O}(nm). 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 max \max 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}
}
R2 v1 2026-06-23T15:32:23.094Z