In order to solve a minimization problem, I’m using the TFOCS package

on Matlab. The function to minimize is f(x)+g(x), f(x) is a smooth

convex function and g(x) a non-smooth convex function. I want to use the

tfocs.m function but I don’t understand how we must specify the two

function f(x) and g(x) in the tfocs.m function. In the documentation, it

is written that we must give the function and its gradient for f(x) and

the function the minimizer for g(x). Isn’t there a way to give only

f(x) and g(x) without the gradient and the minimizer?

Thanks,

Anthony