Proximity Operators and Nonsmooth Optimization

Proximity operators are tools which use first-order information to solve optimization problems. However, unlike gradient-based methods, algorithms involving proximity operators are guaranteed to work in nonsmooth settings. This expository talk will discuss the mathematical and numerical properties of proximity operators, how to compute them, algorithms involving them, and advice on implementation.

This is an informal expository presentation with a target audience of students with a bit of background in optimization.