Cocoercivity Created 2026-10-06 Updated 2026-10-25
An operator is -cocoercive when with . This strengthens monotonicity and implies a Lipschitz constant by the Cauchy-Schwarz inequality. Gradient maps of smooth convex functions provide an important converse through the Baillon–Haddad theorem.
Here -smooth means that is differentiable on the entire Euclidean space and has an -Lipschitz gradient, with . Together with convexity, this implies -cocoercivity:
First, integration of the Lipschitz gradient along a line segment proves the descent lemma:
Indeed, subtract the linear term and integrate for ; its absolute value is at most .
Fix and define . This is a convex function, has the same Lipschitz gradient constant, and , so is a global minimizer. Put . The descent lemma at with gives
Therefore
Interchange and add the inequalities. The function values cancel, leaving the asserted cocoercivity. This is a proof of the Baillon–Haddad theorem without assuming a second derivative. Convexity is essential: has a -Lipschitz gradient but its gradient is not cocoercive.