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Moreau decomposition
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Mathematics
Area of mathematics
Mathematical optimization
Convex optimization
Proximal operator
2026-09-28
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For
t
>
0
, the generalized Moreau decomposition is
prox
t
f
(
y
)
=
y
−
t
prox
t
−
1
f
∗
(
y
/
t
)
, where
f
∗
is the
convex conjugate
.
Table of contents
Proximal operator of a support function
Moreau decomposition
Proximal operator of a support function
0
0
0
Moreau decomposition
For
a
nonempty closed
convex set
C
, the
Moreau decomposition
and
σ
C
∗
=
ι
C
give
prox
t
σ
C
(
y
)
=
y
−
t
Π
C
(
y
/
t
)
.
Ancestors
(6)
Proximal operator
Convex optimization
Mathematical optimization
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 339
/
2
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 339
/
2
/
c
/
Solution
Proximal operator of a support function
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