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mathurinm committed Jan 19, 2024
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.. _prox_nn_group_lasso:

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Details on the proximity operator of the group Lasso
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This tutorial presents how to derive the proximity operator of the :math:`l_2`-penalty, and the :math:`l_2`-penalty with nonnegative constraints.


Proximity operator of the group Lasso
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Let

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Proximity operator of the group Lasso with positivity constraints
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Let
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.. math::
:label: fenchel_nn
h^{\star}(x) \mapsto i_{\norm{x_S}_2 \leq 1}
h^{\star} :x \mapsto i_{\norm{x_S}_2 \leq 1}
,
and
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