What is Moreau’s Decomposition Theorem?

Let be a convex function. Moreau’s Decomposition Theorem is the following result: Theorem (Moreau Decomposition). For all , , where is the proximal operator for and is the convex conjugate of . Here is the proof: Let . Then, The second equivalence is a result involving convex conjugates and subdifferentials (see this post for statement […]

What is Moreau’s Decomposition Theorem?

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s