Question on proximal gradient update

Question

Question on proximal gradient update

lizhenstat opened this issue 5 years ago · 1 comments

Hello, I have one question on equation (7) in the paper
In the traditional proximal gradient descent method, the step size s in envolved in the equation
$prox_{t}(x)=argmin_{z}\frac{1}{2t} \left \| x-z \right \|_{2}^{2} + h(z))$

The above proximal operator involves the stepsize,
however in equation(7) and equation(8) don't involve stepsize s,
can you explain a little bit , thanks

Answer 1 · 2019-11-26T11:38:58.000Z

@jaehong-yoon93 Hi, I find the solution of (7) in the following link section 6.5
https://web.stanford.edu/~boyd/papers/pdf/prox_algs.pdf
How do you prove equation(8)?

Thanks in advance