English

Every proximal mapping is a resolvent of level proximal subdifferential

Optimization and Control 2023-03-07 v1

Abstract

We propose a level proximal subdifferential for a proper lower semicontinuous function. Level proximal subdifferential is a uniform refinement of the well-known proximal subdifferential, and has the pleasant feature that its resolvent always coincides with the proximal mapping of a function. It turns out that the resolvent representation of proximal mapping in terms of Mordukhovich limiting subdifferential is only valid for hypoconvex functions. We also provide properties of level proximal subdifferential and numerous examples to illustrate our results.

Keywords

Cite

@article{arxiv.2303.02282,
  title  = {Every proximal mapping is a resolvent of level proximal subdifferential},
  author = {Xianfu Wang and Ziyuan Wang},
  journal= {arXiv preprint arXiv:2303.02282},
  year   = {2023}
}

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16 pages