Proximity Operators of Perspective Functions with Nonlinear Scaling
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Publication:6428985
Abstract: A perspective function is a construction which combines a base function defined on a given space with a nonlinear scaling function defined on another space and which yields a lower semicontinuous convex function on the product space. Since perspective functions are typically nonsmooth, their use in first-order algorithms necessitates the computation of their proximity operator. This paper establishes closed-form expressions for the proximity operator of a perspective function defined on a Hilbert space in terms of a proximity operator involving its base function and one involving its scaling function.
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