Exercise · ZW-PROXIMAL-OPERATOR-009 · ★★☆ Intermediate

What is \( \operatorname{prox}_{f}(x) \) for \( f(u)=\lambda|u| \) with \( \lambda=1 \) and \( x=0.8 \)?

Choose one option.

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  • D. \( 0 \)

Explanation

Since \( |x|\le\lambda \), the result is \( 0 \). The option \( 0.2 \) subtracts the threshold incorrectly but keeps a positive value.

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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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