Proximal operator of the Legendre transform of reg()
.
Uses Moreau’s decomposition:
\[x = \text{prox}_{\tau f} \left(x\right) +
\tau \text{prox}_{\frac{1}{\tau} f^*} \left(\frac{x}{\tau}\right)\]
- Parameters:
-
- Return type:
Array
- Returns:
The prox of z
.