A Proximal Method for Composite Optimization with Smooth and Convex Components

Samet Uzun, Dayou Luo, Behçet Açıkmeşe +1

We introduce prox-convex for minimizing $F(x)=g(x)+h(C(x))+s(R(x))$, where $g$ and $h$ are convex, $C$ and $s$ are smooth, and each component of $R$ is convex (possibly nonsmooth).…