Weighted one-norm on l2

ID: weighted-one-norm-on-l2

For , interpret the nonnegative sum as an extended-valued functional on the l2 sequence space. Finiteness implies , but unbounded weights can make it infinite even there. It is proper and convex. Every finite partial sum is norm-continuous, so their supremum is sequentially lower semicontinuous and also weakly lower semicontinuous. This is useful as a sparsity penalty in variational regularization.

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