English

Proximity Operator of the $\ell_1$ over $\ell_2$ Function

Optimization and Control 2026-01-23 v1

Abstract

We study the proximity operator of the nonconvex, scale-invariant ratio h(\vx)=\vx1/\vx2h(\vx)=\|\vx\|_{1}/\|\vx\|_{2} and show it can be computed exactly in any dimension. By expressing \vx=r\vu\vx=r\vu and exploiting sign and permutation invariance, we reduce the proximal step to a smooth optimization of a rank-one quadratic over the nonnegative orthant of the unit sphere. We prove that every proximal point arises from a finite candidate set indexed by k{1,,n}k\in\{1,\dots,n\}: the active subvector is a local, but nonglobal, minimizer on Sk1\mathbb{S}^{k-1} characterized by the roots of an explicit quartic. This yields closed-form candidates, an exact selection rule, and a necessary and sufficient existence test. Building on these characterizations, we develop practical algorithms, including an O(n)O(n) implementation via prefix sums and a pruning criterion that avoids unnecessary quartic solves. The method returns all proximal points when the prox is non-unique, and in experiments it attains strictly lower objective values than approaches that guess sparsity or rely on sphere projections with limited scalability.

Keywords

Cite

@article{arxiv.2601.16128,
  title  = {Proximity Operator of the $\ell_1$ over $\ell_2$ Function},
  author = {Lixin Shen and Guohui Song},
  journal= {arXiv preprint arXiv:2601.16128},
  year   = {2026}
}
R2 v1 2026-07-01T09:16:08.086Z