Moreau's theorem

Moreau's theorem In mathematics, Moreau's theorem is a result in convex analysis. 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: {displaystyle J_{alpha }=(mathrm {id} +alpha A)^{-1};} and let Aα denote the Yosida approximation to A: {displaystyle A_{alpha }={frac {1}{alpha }}(mathrm {id} -J_{alpha }).} For each α > 0 and x ∈ H, let {displaystyle varphi _{alpha }(x)=inf _{yin H}{frac {1}{2alpha }}|y-x|^{2}+varphi (y).} Then {displaystyle varphi _{alpha }(x)={frac {alpha }{2}}|A_{alpha }x|^{2}+varphi (J_{alpha }(x))} 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) hide vte Functional analysis (topics – glossary) Spaces BanachBesovFréchetHilbertHölderNuclearOrliczSchwartzSobolevtopological vector Properties barrelledcompletedual (algebraic/topological)locally convexreflexiveseparable Theorems Hahn–BanachRiesz representationclosed graphuniform boundedness principleKakutani fixed-pointKrein–Milmanmin–maxGelfand–NaimarkBanach–Alaoglu Operators adjointboundedcompactHilbert–Schmidtnormalnucleartrace classtransposeunboundedunitary Algebras Banach algebraC*-algebraspectrum of a C*-algebraoperator algebragroup algebra of a locally compact groupvon Neumann algebra Open problems invariant subspace problemMahler's conjecture Applications Hardy spacespectral theory of ordinary differential equationsheat kernelindex theoremcalculus of variationsfunctional calculusintegral operatorJones polynomialtopological quantum field theorynoncommutative geometryRiemann hypothesisdistribution (or generalized functions) Advanced topics approximation propertybalanced setChoquet theoryweak topologyBanach–Mazur distanceTomita–Takesaki theory Categories: Convex analysisTheorems in functional analysis