Proximity Operator of the $\ell_1$ over $\ell_2$ Function
Abstract
We study the proximity operator of the nonconvex, scale-invariant ratio and show it can be computed exactly in any dimension. By expressing 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 : the active subvector is a local, but nonglobal, minimizer on 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 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.
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}
}