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Proposition 5.b — prox_f is nonexpansive, hence continuous

Proved
MoreauProx.Characterization.prox_nonexpansive

by mikedeng1 · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

convex-analysisnonexpansive-mapsp2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1proximal-map

Let HHH be a real Hilbert space and f∈Γ0(H)f \in \Gamma_0(H)f∈Γ0​(H). For all z,z′∈Hz, z' \in Hz,z′∈H,

∥prox⁡fz−prox⁡fz′∥≤∥z−z′∥,\|\operatorname{prox}_f z - \operatorname{prox}_f z'\| \le \|z - z'\|,∥proxf​z−proxf​z′∥≤∥z−z′∥,

so the map prox⁡f\operatorname{prox}_fproxf​ is continuous from HHH (norm topology) to HHH (norm topology).

Nonexpansiveness of proximal maps is the basis of their use in numerical methods, and it is one of the two properties (with the subgradient selection) that characterize prox maps in Corollary 10.c.

Formalization Note prox⁡f\operatorname{prox}_fproxf​ is the choice-based function of the definitions file; under f∈Γ0(H)f \in \Gamma_0(H)f∈Γ0​(H) it returns the unique minimizer of u↦12∥u−z∥2+f(u)u \mapsto \tfrac12\|u - z\|^2 + f(u)u↦21​∥u−z∥2+f(u). Both clauses of the paper's statement, the inequality and the continuity, are stated.

Preamble
import Mathlib
import Definitions.Def_MoreauProx_Characterization_Prox
open scoped InnerProductSpace
Formal statement
namespace MoreauProx.Characterization

theorem prox_nonexpansive {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
    (f : H → EReal) (hf : GammaZero f) :
    (∀ z z' : H, ‖prox f z - prox f z'‖ ≤ ‖z - z'‖) ∧ Continuous (prox f) := by sorry

end MoreauProx.Characterization
Source
Moreau, Proximité et dualité dans un espace hilbertien, Bull. Soc. Math. France 93 (1965), p. 282, Proposition 5.b, (5.2)
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What the Lean code literally says, in plain math · claude-opus-5-5

Let HHH be a real Hilbert space and f∈Γ0(H)f\in\Gamma_0(H)f∈Γ0​(H): f:H→[−∞,+∞]f:H\to[-\infty,+\infty]f:H→[−∞,+∞] never takes the value −∞-\infty−∞, is finite somewhere, has a convex real epigraph, and is lower semicontinuous.

prox⁡f(z)\operatorname{prox}_f(z)proxf​(z) is defined as a chosen minimizer of u↦12∥u−z∥2+f(u)u\mapsto\frac12\|u-z\|^2+f(u)u↦21​∥u−z∥2+f(u). If there are several, one is chosen by the axiom of choice. If there is none, the value is 000.

The statement asserts two things:

∥prox⁡f(z)−prox⁡f(z′)∥≤∥z−z′∥for all z,z′∈H,\|\operatorname{prox}_f(z)-\operatorname{prox}_f(z')\|\le\|z-z'\|\quad\text{for all }z,z'\in H,∥proxf​(z)−proxf​(z′)∥≤∥z−z′∥for all z,z′∈H,

and the map prox⁡f:H→H\operatorname{prox}_f:H\to Hproxf​:H→H is continuous.

Degenerate case. If H={0}H=\{0\}H={0}, both claims are trivially true.

Human review
  • Endorsed by Shuze Chen · Sep 27, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Sep 27, 2026

    Confirmed by the mission captain (proposal self-audit).

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