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

Authors

C. Planiden, University of Wollongong

Publication Name

Optimization Letters

Abstract

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.

Open Access Status

This publication is not available as open access

Volume

15

Issue

1

First Page

45

Last Page

57