Exact fitting in the small-parameter limit requires data that can be approximated by forward images of elements in the regulariser's effective domain. Membership merely in the operator range is insufficient when an extended-real regulariser imposes a hard constraint.
Effective domain 2026-10-05
The effective domain of an extended-real function is . An infinite value can impose a hard constraint through an indicator functional of a constraint set.
Global minimizer 2026-10-05
A global minimizer is a point attaining the infimum of an objective. For an extended-real functional, it is usual to require a finite objective value; this excludes points outside its effective domain. A convention allowing as the attained value gives every point as a formal minimizer of the identically infinite function.
A finite-valued global minimizer of the functional is an element satisfying
Here is its effective domain. The finite-value convention avoids treating an infeasible problem as solved.
The functional is a proper extended-real function if its effective domain is nonempty; the specified codomain already excludes . It has coercivity if always implies , equivalently every finite sublevel set is bounded. It is -sequentially lower semicontinuous if
The topology in this definition matters: norm sequential lower semicontinuity and weak sequential lower semicontinuity need not coincide for a nonconvex functional.
On with its usual topology, the following examples isolate the three failures.
A nonproper functional is for every . Its effective domain is empty, so it has no finite-valued global minimizer. It nevertheless has coercivity and is sequentially lower semicontinuous. If a minimizer is instead defined only by without requiring finiteness, every point formally minimizes this function; under that convention the requested nonproper counterexample is impossible with the given codomain.
A noncoercive functional is . It is a proper extended-real function and is continuous, but its infimum zero is approached as and is never attained. Hence it has no global minimizer.
A failure of sequential lower semicontinuity is
It is a proper extended-real function with coercivity, but . Its infimum is zero, while every function value is positive. Thus it has no global minimizer.
The small-parameter limit depends on data compatibility with the regularizer domain. Set
For every such , optimality gives
Taking the upper limit as and then the infimum over proves . Its two nonnegative contributions above must vanish, yielding the general result
In particular, the requested zero-misfit limit holds when . A sufficient condition is an exact solution with and ; then
Membership of in alone is insufficient. Take , , , and the indicator functional of a constraint set . All positive-parameter objectives are proper extended-real functions with coercivity and sequential lower semicontinuity, with the unique minimizer , yet for every . Thus the first printed limit needs compatibility with the regulariser's effective domain; the second limit remains true under the given assumptions.
For , the definition of the convex conjugate gives
where the substitution is a bijection of the independent pairs. Therefore
This infimal convolution identity does not need convexity of or attainment of the inner infimum. The assumptions ensure that both functions have nonempty effective domains; their conjugates never take , so the separated sum is well defined, allowing .