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.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 2 iv Solution Created 2026-10-03 Updated 2026-10-06
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 givesThereforeInterchange 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.