Proximal operator under affine rescaling
ID: proximal-operator-under-affine-rescaling
For a real Hilbert space, , and , identify with its vector by the Riesz representation theorem. Completing the square in shifts the input to . Substitute and multiply by to obtain the displayed formula, valid also for negative . If and , the answer is ; if , the objective is identically infinite and no proper proximal problem remains.
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