Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 326 4 4 Solution Created 2026-10-03 Updated 2026-10-06
Use the standard inverse-problem setting of a bounded linear and exact data having a finite-penalty solution. Let denote the unique -minimizing exact solution for , . This is the limiting target of elastic net regularization in Hilbert sequence space; it need not be the Moore–Penrose minimum-norm solution unless additional hypotheses identify them, for example injectivity of .
For each , the reconstruction objective is weakly lower semicontinuous, coercive by , and strictly convex. The direct method on the reflexive l2 sequence space gives existence, and strict convexity gives uniqueness. For two data sets, monotonicity of the one-norm subgradients and the quadratic penalty give, with and ,Completing the square yields , so each reconstruction map is continuous.
Minimality against givesChoose and , for example . This bounds the Hilbert norms, drives the data residual to zero and gives . Every weakly convergent subsequence has an exact solution as its limit, by boundedness of ; weak lower semicontinuity and uniqueness of the penalty minimizer identify that limit with . Separately applying weak lower semicontinuity to the one-norm givesWeak convergence and convergence of Hilbert norms imply strong convergence by the Radon-Riesz theorem. This proves norm convergence of elastic net regularization:The argument applies to every sequence of noise levels and admissible data, hence gives the usual uniform noise-ball convergence for a fixed admissible exact datum.
For nonlinearity of elastic net reconstruction, zero is the minimizer exactly when . This includes a neighborhood of zero. If , choose with and for ; zero then fails its optimality condition. A linear map vanishing on a neighborhood would vanish everywhere, so the elastic-net reconstruction is nonlinear whenever . For the explicit formula is , exhibiting soft thresholding.
A concrete distinction from Moore–Penrose convergence is (embedded in the first output coordinate of ), exact datum one, and . Its minimum-norm solution is , with penalty , while the unique penalty-minimizing exact solution is , with penalty . For the exact-data elastic-net reconstruction is , converging to the latter. Thus it is not a Moore–Penrose-consistent regularization for every noninjective operator under the earlier definition.
The PDF supplies neither a nonzero assumption on nor a target/domain qualification here. Its unconditional nonlinearity claim is false for , whose reconstruction is the zero linear map. The convergence proof above states the finite-penalty exact-solution hypotheses explicitly; it establishes convergence to the penalty-minimizing solution, not an automatically identical minimum-norm least-squares solution.