Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-62/4/b/solution

Let
The proximal operator optimality condition says
By subgradient inversion under convex conjugacy, which uses Fenchel–Young inequality and from the Fenchel-Moreau theorem,
Consequently , meaning . Uniqueness of the backward subgradient step identifies the result:
This is the scaled Moreau decomposition. It requires one backward step on , with reciprocal parameter and scaled input , followed by a scalar multiplication and subtraction. No separate proximal computation of the convex conjugate is needed.

New to topics? Read the docs here!