Moreau's theorem

In mathematics, Moreau's theorem is a result in convex analysis named after French mathematician Jean-Jacques Moreau. It shows that sufficiently well-behaved convex functionals on Hilbert spaces are differentiable and the derivative is well-approximated by the so-called Yosida approximation, which is defined in terms of the resolvent operator.

Statement of the theorem

Let H be a Hilbert space and let φ : H  R  {+} be a proper, convex and lower semi-continuous extended real-valued functional on H. Let A stand for φ, the subderivative of φ; for α > 0 let Jα denote the resolvent:

and let Aα denote the Yosida approximation to A:

For each α > 0 and x  H, let

Then

and φα is convex and Fréchet differentiable with derivative dφα = Aα. Also, for each x  H (pointwise), φα(x) converges upwards to φ(x) as α  0.

References

  • Showalter, Ralph E. (1997). Monotone operators in Banach space and nonlinear partial differential equations. Mathematical Surveys and Monographs 49. Providence, RI: American Mathematical Society. pp. 162–163. ISBN 0-8218-0500-2. MR1422252 (Proposition IV.1.8)
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.