Fuentes, Marc; Malick, Jérôme; Lemaréchal, Claude - In: Computational Optimization and Applications 53 (2012) 3, pp. 755-769
The proximal method is a standard regularization approach in optimization. Practical implementations of this algorithm require (i) an algorithm to compute the proximal point, (ii) a rule to stop this algorithm, (iii) an update formula for the proximal parameter. In this work we focus...