Write for the indicator functional of a constraint set and . Then
Both terms are convex, hence their infimal convolution is the convex squared distance to a convex set. The closest point theorem in a Hilbert space supplies the unique metric projection onto a closed convex set and gives .
Identify the Hilbert space with its dual space using the Riesz representation theorem. Completing the square yields , while is the support function. The conjugate of the squared distance to a convex set is therefore
For the closed unit ball, the metric projection onto a closed convex set is if , and otherwise. Therefore
The last equality uses the Cauchy-Schwarz inequality to compute the unit ball's support function, attained in the direction of when .