Averaged operator 2026-10-06
An operator is -averaged for when for a nonexpansive mapping . Averaging controls the update residual and enables fixed-point iteration. A firmly nonexpansive mapping is exactly a -averaged operator.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 2 ii Solution Created 2026-10-03 Updated 2026-10-06
A firmly nonexpansive mapping satisfiesWriting and , this is equivalent toIt is also equivalent to , so is a nonexpansive mapping. Consequently firm nonexpansiveness is exactly -averagedness. A proximal map of a proper lower semicontinuous convex function is a basic example. A -averaged operator is also -averaged for every , by combining its nonexpansive part with the identity; the equivalence with firm nonexpansiveness specifically uses the parameter .
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 2 vi Solution Created 2026-10-03 Updated 2026-10-06
Set . Completing the square in the -minimization givesThus, with , the steps in terms of the proximal map of areThe factor comes from the squared residual without a prefactor. The proximal map can equivalently be denoted . Since is a finite convex function, it is continuous, and the quadratic makes the proximal minimizer unique.
A general convex may be nondifferentiable, so this last example need not satisfy the full -smooth hypothesis of the preceding part. The formulas nevertheless remain well-defined: only the derivative is used explicitly. If has an -Lipschitz gradient, one may take in the smooth proof, where is the operator norm.
There is also a useful nonsmooth extension. Put , whose Lipschitz gradient constant is . For two updates, retain the mixed-point differences above, let , and let be the difference of the two selected subgradients of at . The input difference is and the output difference is . Monotonicity of gives . The same norm expansion now yieldsFor , discard the nonpositive term and use . The result is the firmly nonexpansive mapping inequality for the full residual . Fixed points satisfy and , exactly the subgradient optimality condition for the convex objective. Thus the stated algorithm also converges for nonsmooth under this sufficient step bound, provided a minimizer exists; this extension uses monotonicity, not an unavailable gradient of .
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 339 3 a Solution 2026-09-28
A map is a firmly nonexpansive mapping whenfor all . Put and . Then and . Monotonicity of the subdifferential giveswhich rearranges to
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 2 b Solution 2026-09-28
A map is firmly nonexpansive in the -inner product whenPut and . The two implicit equations giveBecause is a monotone operator,Thereforewhich is precisely firm nonexpansiveness. In particular, the preconditioned proximal point algorithm map is nonexpansive in the norm induced by the positive-definite matrix .
Resolvent of a monotone operator 2026-10-06
For an operator , its resolvent with step is . A maximal monotone operator has an everywhere-defined single-valued firmly nonexpansive mapping as its resolvent. For , the resolvent is the proximal map of . This monotone-operator resolvent uses a different convention from the spectral resolvent of a linear operator.