How to make a Proximal Point using Julia

Specific Domains Optimization (Mathematical)
1

I am new to julia and I’d like create an iterative function that can to modeling the proximal point method. And, apply to solve an equilibrium problems, i.e.,
Given function f(x,y) convex only in x, the algorithm is defined as
x^(k+1)=argmin(y in domf) f(x,y) + ||y-x||^2.

2

Hi @Deyvid_Andrade, welcome to the forum :smile:

Are you looking for an existing solver and you have a specific problem you want to solve? Try Optim.jl.

If you want to code the algorithm yourself, what have you tried so far?

3

There are ProximalOperators.jl and ProximalAlgorithms.jl.

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