Exercise · ZW-PROXIMAL-OPERATOR-008 · ★★☆ Intermediate

For \( f(u)=|u| \) and \( x=-0.5 \), what is \( \operatorname{prox}_{f}(x) \)?

Choose one option.

Show answer
  • A. \( 0 \)

Explanation

Since \( |x|\le 1 \), soft-thresholding gives \( 0 \). The option \( -0.5 \) corresponds to not applying the penalty.

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Review the concept: Proximal operator

The proximal operator of a convex function \( f \) maps each point \( x \) to the unique minimizer of \( f(u)+\frac{1}{2}\|u-x\|^2 \).

\[\operatorname{prox}_{f}(x)=\arg\min_{u}\left\{f(u)+\tfrac{1}{2}\|u-x\|^2\right\}\]

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