Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 2 b Solution 2026-09-28
For a proper lower-semicontinuous convex function , its proximal operator isThe squared norm is strongly convex, so the minimizer is unique. The subdifferential sum rule gives the necessary and sufficient conditionMore generally,The subgradient inversion rule for the convex conjugate says exactly when . Hencewhich is precisely the proximal optimality conditionSince , this proves the generalized Moreau decomposition
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 2 c Solution 2026-09-28
The function is the support function . For a nonempty compact convex set,so its convex conjugate is the indicator function . Applying the Moreau decomposition,Multiplication of an indicator function by a positive scalar does not change it, and its proximal operator is the Euclidean projection onto a convex set. Therefore
Proximal operator of a support function 2026-09-28