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Moreau decomposition

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Convex optimization Proximal operator
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For t>0, the generalized Moreau decomposition is proxtf​(y)=y−tproxt−1f∗​(y/t), where f∗ is the convex conjugate.
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    • Proximal operator of a support function Moreau decomposition

Proximal operator of a support function

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Moreau decomposition
For a nonempty closed convex set C, the Moreau decomposition and σC∗​=ιC​ give proxtσC​​(y)=y−tΠC​(y/t).

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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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