(i) {α - Convex Optimization

Other problems
The same framework can also handle problems with analysis prior p ≥ 1:
min
x
‖Dx‖ p l p
s.t. ‖y − Hx‖ l2
≤ σ
min
x
‖Dx‖ p l p
s.t. y = Hx .
D a bounded linear operator, e.g. frame D = Φ ∗ , finite differences for TVregularization,
etc.
The proximity operator of ‖Dx‖ p p
obtained through Legendre-Fenchel conjugacy
and Forward-Backward splitting algorithm.
Stanford seminar 08-22