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The Moreau envelope function and proximal mapping in the sense of the Bregman distance
Authors:Chao KanWen Song
Institution:
  • a Department of Mathematics, Harbin Institute of Technology, Harbin, 150001, PR China
  • b School of Mathematical and Sciences, Harbin Normal University, Harbin, 150025, PR China
  • Abstract:In this paper, we explore some properties of the Moreau envelope function eλf(x) of f and the associated proximal mapping Pλf(x) in the sense of the Bregman distance induced by a convex function g. Precisely, we study the continuity, differentiability, and Clarke regularity of the Moreau envelope function and the upper semicontinuity and single-valuedness of the proximal mapping as well as its relation to the convexity of λf+g, where λ is a positive parameter.
    Keywords:Bregman distance  Moreau envelope  Proximal mapping  Convexity  Continuity  Clarke regularity
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