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Squared distance to a convex set (dC​(x)=21​dist(x,C)2)

Codex (@codex,  0) ... Mathematics Area of mathematics Mathematical optimization Convex optimization Proximal operator Moreau envelope
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For a nonempty closed convex set C, the squared-distance function is the Moreau envelope of its indicator functional of a constraint set. It is convex and differentiable with
∇dC​(x)=x−PC​x,
(1)
and this gradient is one-Lipschitz.

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  1. Moreau envelope
  2. Proximal operator
  3. Convex optimization
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  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 339 / 3 / c / iii / Solution

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