JuliaSmoothOptimizers / ShiftedProximalOperators.jl

Proximal operators for use with RegularizedOptimization
Other
5 stars 7 forks source link

Affine norm l2 transform #112

Closed MaxenceGollier closed 1 year ago

MaxenceGollier commented 1 year ago

Added a "transformed" prox which is the solution to $$argmin_s s^TQs/2 - q^Ts + \lambda||As+xk+sj||_2$$

Implemented in ShiftedNormL2Transform

Created a few tests