theorem
ERealFunction.moreauQuadraticKernel_eq_moreauEnvelope_add_conjugateMoreauEnvelope
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
[CompleteSpace H]
(f : H → ↑(Set.Ioi ⊥))
(hf : f ∈ Γ₀(H))
(γ : PosReal)
:
Function.asEReal (moreauQuadraticKernel γ) = {}^[γ]f + {}^[γ⁻¹](conjugate (Function.asEReal f)) ∘ fun (x : H) => (↑γ)⁻¹ • x
Theorem 14.3 (1): for f ∈ Γ₀(H) and γ ∈ ℝ_{++}, equation (14.3) states that the
quadratic kernel γ⁻¹ q is the sum of the γ-Moreau envelope of f and the
γ⁻¹-Moreau envelope of f* composed with γ⁻¹ Id.
theorem
ERealFunction.id_eq_scaledProximityOperator_add_scaledProximityOperator_conjugate
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
[CompleteSpace H]
(f : H → ↑(Set.Ioi ⊥))
(hf : f ∈ Γ₀(H))
(γ : PosReal)
:
Theorem 14.3 (2): Moreau's decomposition gives the operator identity
Id = Prox_{γ f} + γ Prox_{f^* / γ} ∘ γ⁻¹ Id.
theorem
ERealFunction.proxValue_add_conjugateProxValue_eq_inner
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
[CompleteSpace H]
(f : H → ↑(Set.Ioi ⊥))
(hf : f ∈ Γ₀(H))
(γ : PosReal)
(x p pStar : H)
(hp : p = Prox[γ, f, hf] x)
(hpStar : pStar = Prox[γ⁻¹, gammaZeroConjugate f hf, ⋯] ((↑γ)⁻¹ • x))
:
↑(f p) + conjugate (Function.asEReal f) pStar = ↑(inner ℝ p pStar)
Theorem 14.3 (3): if p = Prox_{γ f} x and p* = Prox_{f^* / γ} (x / γ), then equation
(14.4) gives f p + f^*(p*) = ⟪p, p*⟫.