 Norm convergence of elastic net regularization

Assume an exact solution of finite penalty exists and select the unique $J$-minimizing exact solution $u^{†}$. Minimality gives $\Vert K{u}_{\alpha }^{\delta }-f^{\delta }{\Vert }^2/2+\alpha J(u_{\alpha }^{\delta })\le {\delta }^2/2+\alpha J(u^{†})$. If $\alpha \to 0$ and ${\delta }^2/\alpha \to 0$, boundedness, weak sequential compactness of bounded sequences in a reflexive Banach space and lower semicontinuity identify every weak limit with $u^{†}$. The separate lower semicontinuity of $\Vert u{\Vert }_1$ and $\Vert u{\Vert }_2^2$, together with the upper bound on $J$, forces the Hilbert norms to converge. The Radon-Riesz theorem then gives norm convergence.