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Exact Series and Error-Controlled Evaluation of the Nonconvex $\ell_p$ Proximity Operator

Shen, Lixin et al.
arXiv (All) · Papers
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optimization-and-control
We study the scalar proximity operator of the nonconvex power penalty with exponent between zero and one. Lagrange--Bürmann inversion gives an exact series for the larger stationary root, and the series converges uniformly throughout the active domain of the proximity operator. For rational exponent
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