Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-65/3/a/solution

For a step size , define the set-valued maps
The forward subgradient step maps to the set . If is differentiable this is the explicit gradient step . The backward subgradient step consists of the satisfying , an implicit step for the subgradient flow. It is the resolvent of a monotone operator associated with .
Suppose . Then . The two defining subgradient inequalities are
Their sum proves monotonicity of a convex subdifferential, . But , so
Convexity supplies the subgradient inequalities and monotonicity; membership in the subdifferential ensures the two function values are finite, so subtraction is legitimate. Positivity of supplies the decisive sign. Properness rules out the identically infinite and negative-infinity pathologies in the overall setting, but lower semicontinuity is not needed for this at-most-one argument. Its role is in existence, proved next. The backward step cannot have two values, though uniqueness alone has not yet shown its domain is all of .

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