Prox Repository

Proximity operators have become increasingly important tools as basic building blocks of proximal splitting algorithms, a class of algorithms that decompose complex composite convex optimization methods into simple steps involving one of the functions present in the model. This website provides formulas for efficiently computing the proximity operator of various functions, along with the associated codes.

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In order to use the programs provided on this website:

Click on the button DOWNLOAD CODES to obtain all the provided codes.
Navigate the menu PROGRAMS to discover the list of available proximity operators.

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MENUS

PROXIMITY OPERATOR - Consult the definition of proximity operator and its numerous properties.
TUTORIAL - Follow a step-by-step guide on how to use the proximity operators for solving an optimization problem.
PROGRAMS - Take a look at the formulas, the references, and the source codes of all the provided proximity operators.
BIBLIOGRAPHY - Find here some references about the proximal tools.
CONTACT US - In case you wish to send us an e-mail.

User's Guide

Many useful details concerning the provided codes are available in our user's guide.

TERMS OF USE

By using this service, you agree to acknowledge this website when presenting results using our programs. In particular, we would appreciate if you could cite our user's guide using the reference below:
G. Chierchia, E. Chouzenoux, P. L. Combettes, and J.-C. Pesquet. "The Proximity Operator Repository. User's guide".
The programs are provided as an aid for the implementation of proximal algorithms. As it is, they might help you, and it is our goal to provide you with the best possible codes. However, errors are always possible. Please, use our codes at your own risks!
The codes provided here are distributed under the licence CeCill-B.