For a differentiable convex function with -Lipschitz gradient and a proper lower-semicontinuous convex function , the proximal gradient method is
The proximal operator is . To obtain an explicit iteration for discrete isotropic total variation, let with the printed zero boundary differences and
The dual is minimization of over , and the primal minimizer is . Here must be the exact adjoint operator of these differences. For example,
with the analogous formula in for ; for both operators are zero. Equivalently use in the backward-difference expression, ignoring unused edge components.
The gradient of the dual objective is , with Lipschitz constant . Taking to be the indicator functional of a constraint set makes its proximal operator the Euclidean projection onto a convex set. Thus a valid explicit algorithm is
The bound follows by summing over grid differences. Finite-dimensional proximal gradient method convergence gives a dual minimizer and convergence of the recovered to the unique primal minimizer. Projection is pointwise in the dual; applying pointwise soft thresholding directly to would not compute the primal TV proximal operator.