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