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A constructive approach for computing the proximity operator of the p-th power of the ℓ1 norm
Applied and Computational Harmonic Analysis ( IF 2.5 ) Pub Date : 2023-06-29 , DOI: 10.1016/j.acha.2023.06.007
Ashley Prater-Bennette , Lixin Shen , Erin E. Tripp

This note is to study the proximity operator of hp=1p, the power function of the 1 norm. For general p, computing the proximity operator requires solving a system of potentially highly nonlinear inclusions. For p=1, the proximity operator of h1 is the well known soft-thresholding operator. For p=2, the function h2 serves as a penalty function that promotes structured solutions to optimization problems of interest; the computation of the proximity operator of h2 has been discussed in recent literature. By examining the properties of the proximity operator of the power function of the 1 norm, we will develop a simple and well-justified approach to compute the proximity operator of hp with p>1. In particular, for the squared 1 norm function, our approach provides an alternative, yet explicit way to finding its proximity operator. We also discuss how the structure of hp represents a class of relative sparsity promoting functions.



中文翻译:

计算 ℓ1 范数的 p 次方邻近算子的构造方法

本笔记是为了研究邻近算子Hp=1p, 的幂函数1规范。对于一般的p,计算邻近算子需要求解潜在高度非线性包含物的系统。为了p=1,邻近算子H1是众所周知的软阈值算子。为了p=2, 功能H2作为惩罚函数,促进感兴趣的优化问题的结构化解决方案;的邻近算子的计算H2最近的文献中已经讨论过。通过检查幂函数的邻近算子的性质1规范,我们将开发一种简单且合理的方法来计算Hpp>1。特别地,对于平方1范数函数,我们的方法提供了一种替代但明确的方法来查找其邻近运算符。我们还讨论了如何构建Hp代表一类相对稀疏性促进函数。

更新日期:2023-06-29
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