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Add definition of the prox to the docs, use the same date format as i…
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…n Manopt.jl
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kellertuer committed Dec 6, 2023
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2 changes: 1 addition & 1 deletion Changelog.md
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Expand Up @@ -5,7 +5,7 @@ All notable changes to this Julia package will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

## [0.3.9] – 4. December 2023
## [0.3.9] - December 4, 2023

### Added

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11 changes: 11 additions & 0 deletions docs/src/library.md
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Expand Up @@ -54,6 +54,17 @@ Order = [:type, :function, :constant]

## Proximal Maps

Given a 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} d_{\mathcal M}(p,q) + f(q).
```

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``.

```@autodocs
Modules = [ManifoldDiff]
Pages = ["proximal_maps.jl"]
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12 changes: 12 additions & 0 deletions docs/src/references.bib
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Expand Up @@ -6,6 +6,18 @@ @book{AbsilMahonySepulchre:2008
TITLE = {Optimization Algorithms on Matrix Manifolds},
YEAR = {2008},
}

@article{Bacak:2014,
AUTHOR = {Bačák, M.},
DOI = {10.1137/140953393},
JOURNAL = {SIAM Journal on Optimization},
NUMBER = {3},
PAGES = {1542--1566},
TITLE = {Computing medians and means in Hadamard spaces},
VOLUME = {24},
YEAR = {2014}
}

@book{Boumal:2023,
TITLE = {An Introduction to Optimization on Smooth Manifolds},
AUTHOR = {Boumal, Nicolas},
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