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Absolutely one-homogeneous functional

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Convex optimization
2026-09-29  0 By others on same topic  0 Discussions Create my own version
A functional J is absolutely one-homogeneous when J(cu)=∣c∣J(u) for every scalar c. For a convex such functional,
p∈∂J(u)⟺⟨p,u⟩=J(u) and ⟨p,v⟩≤J(v) for every v.
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    • Eigenfunction of an absolutely one-homogeneous functional Absolutely one-homogeneous functional

Eigenfunction of an absolutely one-homogeneous functional (λf∈∂J(f))

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Absolutely one-homogeneous functional
A nonzero vector f is an eigenfunction of an absolutely one-homogeneous convex functional J with eigenvalue λ when λf∈∂J(f). This nonlinear analogue of an eigenvector underlies exact shrinkage formulas for several variational flows and proximal maps.

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  • Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 326 / 2 / 2 / 3 / a / Solution

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