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FirstOrderMethodsOptimization_Beck_2017.Chap06.Example_6_61

theorem prox_extendedIndicator_eq_singleton_metricProjection {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (C : Set E) (hC_nonempty : C.Nonempty) (hC_closed : IsClosed C) (hC_convex : Convex C) (x : E) :
prox[δ_ C] x = {projectionPoint C hC_nonempty hC_closed hC_convex x}

For a nonempty closed convex set, the proximal mapping of the indicator δ_C is the singleton containing the metric projection P_C(x).