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typo in definition of 1-norm
David Roberts
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Inf-convolution of norm 1 and norm 2 square

The inf-convolution of the functions $f$ and $g$ defined on $\mathbb{R}^n$ is $$ h(x)=\inf _{y \in \mathbb{R}^n} f(y)+g(x-y) . $$ We can prove that if $f,g$ are convex functions, then $h$ is convex.

If $f(t) = \lVert t \rVert_1$, and $g(t) = \frac{1}{2}\lVert t \rVert_2^2$, how can we compute $h$?

My attempt: I try to calculate the derivative but $$ f(y) = \lVert y \rVert_1 =\sum_{i=1}^{n} |y_i|. $$ That isn't differentiable at $0$.

Thank you for your help

Pipnap
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