All Questions
1 question
1
vote
1
answer
185
views
Derivative of Moreau envelope in Hilbert space with respect to regularization parameter $\lambda$ using Hopf-Lax formula?
Let $\mathcal H$ be a Hilbert space, $f \colon \mathcal H \to (- \infty, \infty]$ a proper, convex, lower semi-continuous function and $\lambda > 0$.
The $\lambda$-Moreau envelope of $f$ is
$$
f_{\...
- 67