A collection of proximity operators implemented in Matlab and Python.
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.
Python: In order to install our Python library proxop containing the proximity of all functions in this repositery, you can run the following command in the Python terminal:
pip install proxop
Matlab: Download all the Matlab codes provided on this website:
Navigate the menu PROGRAMS to discover all the list of available proximity operators !
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.
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. https://proximity-operator.net/".
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.