A PROXIMAL AVERAGE FOR PROX-BOUNDED FUNCTIONS

Chen, J; Wang, X; Planiden, C

Wang, X (corresponding author), Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China.; Wang, X (corresponding author), Univ British Columbia, Math, Kelowna, BC V1V 1V7, Canada.

SIAM JOURNAL ON OPTIMIZATION, 2020; 30 (2): 1366

Abstract

We construct a proximal average for two prox-bounded functions, which recovers the classical proximal average for two convex functions. The new proxim......

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