diff --git a/Changelog.md b/Changelog.md index 8da624f..8247cd8 100644 --- a/Changelog.md +++ b/Changelog.md @@ -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 diff --git a/docs/src/library.md b/docs/src/library.md index 7dcce19..086241a 100644 --- a/docs/src/library.md +++ b/docs/src/library.md @@ -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"] diff --git a/docs/src/references.bib b/docs/src/references.bib index 713e45b..c642295 100644 --- a/docs/src/references.bib +++ b/docs/src/references.bib @@ -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},