Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-326/3/i/solution

For a proper convex function that is lower semicontinuous on a Hilbert space, its proximal operator at scale is
The minimizer is unique because the objective is strongly convex; existence follows from the closed proper convex functional and the coercive quadratic, using an affine lower bound. The subgradient optimality condition is , which is exactly the displayed resolvent of a monotone operator relation. Setting gives the unscaled proximity or resolvent operator requested here. This is a nonlinear resolvent of the subdifferential, distinct from the spectral resolvent of a linear operator.

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