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Co-authored-by: Mateusz Baran <[email protected]>
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kellertuer and mateuszbaran authored Dec 6, 2023
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## Proximal Maps

Given a function ``f\colon \mathcal M \to \mathbb R``, its proximal map is defined
Given a convex, lower semi-continuous function ``f\colon \mathcal M \to \mathbb R``, its proximal map is defined
for some ``λ>0`` as [Bacak:2014](@cite)

```math
\operatorname{prox}_{λf}(p) := \operatorname*{arg\,min}_{q\in\mathcal M} \frac{1}{2λ}d^2_{\mathcal M}(p,q) + f(q).
```

Another name for the proximal map is _resolvent
Another name for the proximal map is _resolvent_.
Intuitively this means to minimize the function ``f`` while at the same timme “staying close”
to the argument ``p``.

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