Literature reference for generalized proximal gradient

[ner0-m]

Hi!

I am interested in the GeneralizedProximalGradient algorithm implemented in PyProximal (As I think the extension for multiple prox friendly functions is very interesting).

However, there is no mention of a reference/literature in the docs or source code as far as I can tell. Does anyone know a reference for this algorithm? I would highly appreciate it!

[mrava87]

Sorry @ner0-m, I missed this. I tag @olivierleblanc who implemented the GeneralizedProximalGradient

Indeed, it would be good to add a reference to the Notes in the docstring 😄

[olivierleblanc]

Hi guys,
Here is the reference: https://arxiv.org/abs/1108.4404
@mrava87 can you add this reference to the Notes?

[mrava87]

Thanks! Done #243