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.
A firmly nonexpansive mapping satisfies
Writing and , this is equivalent to
It 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 .
Set . Completing the square in the -minimization gives
Thus, with , the steps in terms of the proximal map of are
The 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 yields
For , 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 .
A map is a firmly nonexpansive mapping when
for all . Put and . Then and . Monotonicity of the subdifferential gives
which rearranges to
If , the defining equation becomes , so .
A map is firmly nonexpansive in the -inner product when
Put and . The two implicit equations give
Because is a monotone operator,
Therefore
which is precisely firm nonexpansiveness. In particular, the preconditioned proximal point algorithm map is nonexpansive in the norm induced by the positive-definite matrix .
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.