Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 2 v Solution Created 2026-10-03 Updated 2026-10-06
Assume , as is necessary for convergence to a minimizer. The printed hypotheses alone omit this condition: in scalar is convex with an -Lipschitz gradient for any prescribed , but has no minimizer, and the update sends to .
Under existence, define the full update . The proximal -step is uniquely defined by strong convexity of its quadratic term and satisfiesThe partial subdifferential in this equation belongs to the scalar function ; differentiating a subdifferential itself would not define the printed proximal minimization.
We prove directly that the alternating proximal-gradient operator is averaged. For two inputs and , setThe input difference is , the output difference is , and the difference of the two update residuals is . Exact expansion givesThe first inequality uses cocoercivity at the mixed points . Therefore is -averaged for the requested . In particular, the endpoint is covered: is firmly nonexpansive, not merely nonexpansive.
A fixed point has and , so the two optimality equations give and . Conversely, at a minimizer both gradients vanish and neither step moves. By convexity,The assumed existence of a minimizer supplies a fixed point. The Browder convergence theorem for averaged operators now givesNo uniqueness of the minimizer is needed. The same estimate even proves averagedness for in this smooth setting, but the requested interval already suffices. The existence condition and the use of the gradient at are both essential to the proof as presented.