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ConvexAnalysisMonotoneOperators_BauschkeCombettes_2017.Chap04.Example_4_17

noncomputable def softThresholder {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ : ) :
HH

The soft thresholder at level ρ, as in formula (4.16).

Instances For
    theorem softThresholder_apply {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ : ) (x : H) :
    softThresholder ρ x = if ρ < x then (1 - ρ / x) x else 0

    The soft thresholder acts by radial shrinkage outside the radius-ρ ball and vanishes inside.

    noncomputable def hardThresholder {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ α : ) :
    HH

    The hard thresholder at level ρ and relaxation parameter α, as in formula (4.17).

    Instances For
      theorem hardThresholder_apply {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ α : ) (x : H) :
      hardThresholder ρ α x = if ρ < x then α x else 0

      The hard thresholder scales vectors outside the radius-ρ ball and vanishes inside.

      noncomputable def reflectedSoftThresholder {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ : ) :
      HH

      The operator T₃ from formula (4.18).

      Instances For
        theorem reflectedSoftThresholder_apply {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ : ) (x : H) :
        reflectedSoftThresholder ρ x = if ρ < x then (1 - 2 * ρ / x) x else -x

        The operator T₃ reflects vectors in the closed ball and applies the outer radial formula outside it.

        theorem reflectedSoftThresholder_eq_reflectedMap_softThresholder {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ : ) (x : H) :

        Helper for Example 4.17: the reflected soft thresholder is the reflector 2T - Id of the soft thresholder.

        theorem softThresholder_firmlyNonexpansive {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] (ρ : ) ( : 0 < ρ) :

        Example 4.17 (1): for positive level ρ, the soft thresholder is firmly nonexpansive.

        theorem hardThresholder_quasinonexpansive {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] (ρ α : ) (hα0 : 0 < α) (hα1 : α < 1) :

        Example 4.17 (2): for 0 < α < 1, the hard thresholder is quasinonexpansive.

        theorem hardThresholder_not_nonexpansive {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [Nontrivial H] (ρ α : ) ( : 0 < ρ) (hα0 : 0 < α) (hα1 : α < 1) :
        ¬LipschitzWith 1 (hardThresholder ρ α)

        Example 4.17 (3): for 0 < α < 1, the hard thresholder is not nonexpansive.

        theorem hardThresholder_not_quasinonexpansive_at_one {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [Nontrivial H] (ρ : ) ( : 0 < ρ) :

        Example 4.17 (4): at α = 1, the hard thresholder is not quasinonexpansive.

        theorem reflectedSoftThresholder_nonexpansive {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] (ρ : ) ( : 0 < ρ) :
        LipschitzWith 1 (reflectedSoftThresholder ρ)

        Example 4.17 (5): for positive level ρ, the operator T₃ is nonexpansive.

        theorem reflectedSoftThresholder_not_firmlyNonexpansive {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [Nontrivial H] (ρ : ) ( : 0 < ρ) :

        Example 4.17 (6): for positive level ρ, the operator T₃ is not firmly nonexpansive.