Module prox 

Proximal operators for non-smooth regularization.

A proximal operator for function g is defined as:

prox_g(v) = argmin_x { g(x) + ½‖x - v‖² }

These are essential building blocks for proximal gradient methods like FISTA.

Functions

nonnegative

Projects onto the non-negative orthant: x ≥ 0.

project_box

Projects onto box constraints: lower ≤ x ≤ upper.

project_l2_ball

Projects onto an L2 ball: ‖x‖₂ ≤ radius.

soft_threshold

Soft-thresholding operator for L1 regularization.