The squared distance to a convex set is the infimal convolution of the set's indicator functional of a constraint set and the half-squared Hilbert space norm. Its convex conjugate is the sum of the half-squared norm and the support function of the set.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 326 3 2 d Solution Created 2026-10-03 Updated 2026-10-05
Write for the indicator functional of a constraint set and . ThenBoth terms are convex, hence their infimal convolution is the convex squared distance to a convex set. The closest point theorem in a Hilbert space supplies the unique metric projection onto a closed convex set and gives .
Identify the Hilbert space with its dual space using the Riesz representation theorem. Completing the square yields , while is the support function. The conjugate of the squared distance to a convex set is thereforeFor the closed unit ball, the metric projection onto a closed convex set is if , and otherwise. ThereforeThe last equality uses the Cauchy-Schwarz inequality to compute the unit ball's support function, attained in the direction of when .
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 339 3 c iii Solution Created 2026-09-28 Updated 2026-10-03
The squared distance to a convex set satisfiesThe map is firmly nonexpansive because is firmly nonexpansive, soThus is one-smooth in the Euclidean norm.