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This requirement is satisfied by a wide range of nonsmooth functions commonly used in practice, such as $\ell_1$ norm, $\ell_0$ "norm", indicator functions of convex sets, and group sparsity-inducing norms.
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The package [ProximalOperators.jl](https://www.github.com/FirstOrder/ProximalOperators.jl) provides a comprehensive collection of such functions, along with their proximal mappings.
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The main difference between the proximal operators implemented in
This computation is performed efficiently in [ShiftedProximalOperators.jl](https://www.github.com/JuliaSmoothOptimizers/ShiftedProximalOperators.jl).
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While [ProximalOperators.jl](https://github.com/JuliaFirstOrder/ProximalOperators.jl) provides many standard proximal mappings, [ShiftedProximalOperators.jl](https://github.com/JuliaSmoothOptimizers/ShiftedProximalOperators.jl) also supplies **shifted** variants of these mappings.
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Specifically, the package supports shifted proximal operators of the form
where $q$ is given, $x$ and $s$ are fixed shifts, $h$ is the nonsmooth term with respect
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to which we are computing the proximal operator, and $χ(.; \Delta B)$ is the indicator of
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to which we are computing the proximal operator, and $χ(.| \Delta B)$ is the indicator of
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a ball of radius $\Delta$ defined by a certain norm.
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This package enables to encode this shifted proximal operator through without adding allocations and allowing to solve problem \eqref{eq:nlp} with bound constraints.
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These shifted operators allow us to (i) incorporate bound or trust-region constraints via the indicator term which is required for **TR** algorithm and (ii) evaluate the prox **in place**, without additional allocations, which integrates efficiently with our subproblem solvers and enables solving \eqref{eq:nlp} with bound constraints.
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