Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 2 b Solution 2026-09-28
A map is firmly nonexpansive in the -inner product whenPut and . The two implicit equations giveBecause is a monotone operator,Thereforewhich is precisely firm nonexpansiveness. In particular, the preconditioned proximal point algorithm map is nonexpansive in the norm induced by the positive-definite matrix .
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 2 e Solution 2026-09-28
Write and . ExpandinggivesThe off-diagonal terms in the first equation cancel. By the optimality condition for the proximal operator,The second equation then becomes the explicit linear updateThus each step of this preconditioned proximal point algorithm uses only one evaluation of the proximal operator of , together with applications of the linear map and its transpose .