Properties
The of a proper, lower semi-continuous convex function enjoys several useful properties for optimization.
- Fixed points of are minimizers of : .
- Global convergence to a minimizer is defined as follows: If , then for any initial point , the recursion yields convergence as . This convergence may be weak if is infinite dimensional.[2]
- The proximal operator can be seen as a generalization of the projection operator. Indeed, in the specific case where is the 0- indicator function of a nonempty, closed, convex set we have that
- showing that the proximity operator is indeed a generalisation of the projection operator.
- A function is firmly non-expansive if .
- The proximal operator of a function is related to the gradient of the Moreau envelope of a function by the following identity: .
- The proximity operator of is characterized by inclusion , where is the subdifferential of , given by
- In particular, If is differentiable then the above equation reduces to .