Conditions for the existence, identification and calculus rules of the threshold of prox-boundedness

2020, Springer-Verlag GmbH Germany, part of Springer Nature. This note advances knowledge of the threshold of prox-boundedness of a function; an important concern in the use of proximal point optimization algorithms and in determining the existence of the Moreau envelope of the function. In finite dimensions, we study general prox-bounded functions and then focus on some useful classes such as piecewise functions and Lipschitz continuous functions. The thresholds are explicitly determined when possible and bounds are established otherwise. Some calculus rules are constructed; we consider functions with known thresholds and find the thresholds of their sum and composition.