Proximity for sums of composite functions

Patrick Louis Combettes (1) , Ðinh Dung (2) , Bang Cong Vu (1)

1 UPMC - Université Pierre et Marie Curie - Paris 6
2 VNU - Vietnam National University [Hanoï]

We propose an algorithm for computing the proximity operator of a sum of composite convex functions in Hilbert spaces and investigate its asymptotic behavior. Applications to best approximation and image recovery are described.

Domaines: Optimisation et contrôle [math.OC]

Patrick Louis Combettes, Ðinh Dung, Bang Cong Vu. Proximity for sums of composite functions. Journal of Mathematical Analysis and Applications, 2011, 380, pp.680 - 688. ⟨10.1016/j.jmaa.2011.02.079⟩. ⟨hal-01098030⟩