A proximal average for prox-bounded functions

DOI10.1137/19M1287419MaRDI QIDQ5110561zbMATH OpenFDO

Authors C. Planiden, Jiawei Chen, Xianfu Wang

Publication date 20 May 2020

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.06221

zbMATH Keywords

convex hullresolventMoreau envelopeepi-convergencesubdifferential operatorproximal averageproximal mappingarithmetic averageproximal hullalmost differentiable functionepi-averageLasry-Lions envelopeprox-bounded function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52) Convexity of real functions in one variable, generalizations (26A51) Means (26E60) Set-valued operators (47H04) Monotone operators and generalizations (47H05) Set-valued and variational analysis (49J53)

Abstract: In this work, we construct a proximal average for two prox-bounded functions, which recovers the classical proximal average for two convex functions. The new proximal average transforms continuously in epi-topology from one proximal hull to the other. When one of the functions is differentiable, the new proximal average is differentiable. We give characterizations for Lipschitz and single-valued proximal mappings and we show that the convex combination of convexified proximal mappings is always a proximal mapping. Subdifferentiability and behaviors of infimal values and minimizers are also studied.

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• The Proximal Average: Basic Theory
• The NC-proximal average for multiple functions
• Convexity of the proximal average
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Cited in

(14)

• Proximal averages for minimization of entropy functionals
• Union averaged operators with applications to proximal algorithms for MIN-convex functions
• The Proximal Average: Basic Theory
• Every proximal mapping is a resolvent of level proximal subdifferential
• Learnable Empirical Mode Decomposition based on Mathematical Morphology
• The Semiconvex Regularization of Functions
• The NC-proximal average for multiple functions
• Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions
• Proximal determination of convex functions
• How to Transform One Convex Function Continuously into Another
• Convexity of the proximal average
• A proximal average for nonconvex functions: a proximal stability perspective
• The Bregman proximal average
• A non-monotone proximal gradient algorithm for solving nonsmooth multiobjective optimization problems with an extending application to robust multiobjective optimization

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