Moreau Identity
作者:互联网
1.不带参数:
p
r
o
x
f
(
x
)
+
p
r
o
x
f
∗
(
x
)
=
x
prox_{f}(x)+prox_{f^{*}}(x)=x
proxf(x)+proxf∗(x)=x
2.带参数:
λ
\lambda
λ
p
r
o
x
λ
f
(
x
)
+
λ
p
r
o
x
f
∗
λ
(
x
λ
)
=
x
prox_{\lambda f}(x)+\lambda prox_{\frac{f^{*}}{\;\lambda}}(\frac{x}{\lambda})=x
proxλf(x)+λproxλf∗(λx)=x
标签:Moreau,frac,prox,proxf,参数,Identity,lambda 来源: https://blog.csdn.net/weixin_45620914/article/details/116330680