Moreau's Theorem
   HOME
*





Moreau's Theorem
In mathematics, Moreau's theorem is a result in convex analysis named after French mathematician Jean-Jacques Moreau. It shows that sufficiently well-behaved convex functionals on Hilbert spaces are differentiable and the derivative is well-approximated by the so-called Yosida approximation, which is defined in terms of the resolvent operator. Statement of the theorem Let ''H'' be a Hilbert space and let ''φ'' : ''H'' → R ∪  be a proper function, proper, convex and semi-continuity, lower semi-continuous extended real number line, extended real-valued functional on ''H''. Let ''A'' stand for ∂''φ'', the subderivative of ''φ''; for ''α'' > 0 let ''J''''α'' denote the resolvent: :J_ = (\mathrm + \alpha A)^; and let ''A''''α'' denote the Yosida approximation to ''A'': :A_ = \frac1 ( \mathrm - J_ ). For each ''α'' > 0 and ''x'' ∈ ''H'', let :\varphi_ (x) = \inf_ \f ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Convex Analysis
Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory. Convex sets A subset C \subseteq X of some vector space X is if it satisfies any of the following equivalent conditions: #If 0 \leq r \leq 1 is real and x, y \in C then r x + (1 - r) y \in C. #If 0 is a if holds for any real 0 is called if \operatorname f \neq \varnothing and f(x) > -\infty for x \in \operatorname f. Alternatively, this means that there exists some x in the domain of f at which f(x) \in \mathbb and f is also equal to -\infty. In words, a function is if its domain is not empty, it never takes on the value -\infty, and it also is not identically equal to +\infty. If f : \mathbb^n \to \infty, \infty/math> is a proper convex function then there exist some vector b \in \mathbb^n and some r \in \mathbb such that :f(x) \geq x \cdot b - r for every x where ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Jean-Jacques Moreau
Jean Jacques Moreau (31 July 1923 – 9 January 2014) was a French mathematician and mechanician. He normally published under the name J. J. Moreau. Moreau was born in Blaye. He received his doctorate in mathematics from the University of Paris, then became a researcher at the Centre National de la Recherche Scientifique. He was appointed Professor of Mathematical Models in Physics at Poitiers University and later Professor of General Mechanics at University of Montpellier II. He was emeritus professor in the Laboratoire de Mécanique et Génie Civil, a joint research unit of the university and the CNRS. Moreau's principal works have been in non-smooth mechanics and convex analysis. He is considered one of the founders of convex analysis, where several fundamental and now classical results have his name (Moreau's lemma of the two cones, Moreau's envelopes, Moreau-Yosida's approximations, Fenchel-Moreau's theorem, etc.). He founded the Convex Analysis Group in the 1970s at Montp ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Well-behaved
In mathematics, when a mathematical phenomenon runs counter to some intuition, then the phenomenon is sometimes called pathological. On the other hand, if a phenomenon does not run counter to intuition, it is sometimes called well-behaved. These terms are sometimes useful in mathematical research and teaching, but there is no strict mathematical definition of pathological or well-behaved. In analysis A classic example of a pathology is the Weierstrass function, a function that is continuous everywhere but differentiable nowhere. The sum of a differentiable function and the Weierstrass function is again continuous but nowhere differentiable; so there are at least as many such functions as differentiable functions. In fact, using the Baire category theorem, one can show that continuous functions are generically nowhere differentiable. Such examples were deemed pathological when they were first discovered: To quote Henri Poincaré: Since Poincaré, nowhere differentiable ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Convex Function
In mathematics, a real-valued function is called convex if the line segment between any two points on the graph of a function, graph of the function lies above the graph between the two points. Equivalently, a function is convex if its epigraph (mathematics), epigraph (the set of points on or above the graph of the function) is a convex set. A twice-differentiable function of a single variable is convex if and only if its second derivative is nonnegative on its entire domain. Well-known examples of convex functions of a single variable include the quadratic function x^2 and the exponential function e^x. In simple terms, a convex function refers to a function whose graph is shaped like a cup \cup, while a concave function's graph is shaped like a cap \cap. Convex functions play an important role in many areas of mathematics. They are especially important in the study of optimization problems where they are distinguished by a number of convenient properties. For instance, a st ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Hilbert Space
In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that defines a distance function for which the space is a complete metric space. The earliest Hilbert spaces were studied from this point of view in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the term ''Hilbert space'' for the abstract concept that under ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Yosida Approximation
Yoshida (written: 吉田 lit. "lucky ricefield") is the 11th most common Japanese surname. A less common variant is 芳田 (lit. "fragrant ricefield"). Notable people with the surname include: * Ai Yoshida, Japanese sailor *, Japanese idol, singer and model *, Japanese video game artist *, Japanese footballer *, Japanese manga artist *, Japanese footballer *, Japanese rugby union player *, Japanese football *, Japanese Physical Therapist *, Japanese singer *Asami Yoshida (other), multiple people *, Japanese rower *, Japanese artist *Baret Yoshida (born 1975), American mixed martial artist * Bill Yoshida (1921–2005), American comic book letterer *, Japanese puppeteer *, Japanese curler *, Japanese artist *, Japanese film director *, Japanese actor and singer *, Japanese javelin thrower *, Japanese baseball player *, Japanese artist *, 17th-century Japanese ''ukiyo-e'' artist *, Japanese cartographer *, Japanese cyclist *, Japanese judoka and mixed martial artist *, Japan ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Resolvent Operator
In mathematics, the resolvent formalism is a technique for applying concepts from complex analysis to the study of the spectrum of operators on Banach spaces and more general spaces. Formal justification for the manipulations can be found in the framework of holomorphic functional calculus. The resolvent captures the spectral properties of an operator in the analytic structure of the functional. Given an operator , the resolvent may be defined as : R(z;A)= (A-zI)^~. Among other uses, the resolvent may be used to solve the inhomogeneous Fredholm integral equations; a commonly used approach is a series solution, the Liouville–Neumann series. The resolvent of can be used to directly obtain information about the spectral decomposition of . For example, suppose is an isolated eigenvalue in the spectrum of . That is, suppose there exists a simple closed curve C_\lambda in the complex plane that separates from the rest of the spectrum of . Then the residue : -\frac \oint ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Proper Function
In mathematics, a function between topological spaces is called proper if inverse images of compact subsets are compact. In algebraic geometry, the analogous concept is called a proper morphism. Definition There are several competing definitions of a "proper function". Some authors call a function f : X \to Y between two topological spaces if the preimage of every compact set in Y is compact in X. Other authors call a map f if it is continuous and ; that is if it is a continuous closed map and the preimage of every point in Y is compact. The two definitions are equivalent if Y is locally compact and Hausdorff. Let f : X \to Y be a closed map, such that f^(y) is compact (in X) for all y \in Y. Let K be a compact subset of Y. It remains to show that f^(K) is compact. Let \left\ be an open cover of f^(K). Then for all k \in K this is also an open cover of f^(k). Since the latter is assumed to be compact, it has a finite subcover. In other words, for every k \in K, there exis ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Semi-continuity
In mathematical analysis, semicontinuity (or semi-continuity) is a property of extended real-valued functions that is weaker than continuity. An extended real-valued function f is upper (respectively, lower) semicontinuous at a point x_0 if, roughly speaking, the function values for arguments near x_0 are not much higher (respectively, lower) than f\left(x_0\right). A function is continuous if and only if it is both upper and lower semicontinuous. If we take a continuous function and increase its value at a certain point x_0 to f\left(x_0\right) + c for some c>0, then the result is upper semicontinuous; if we decrease its value to f\left(x_0\right) - c then the result is lower semicontinuous. The notion of upper and lower semicontinuous function was first introduced and studied by René Baire in his thesis in 1899. Definitions Assume throughout that X is a topological space and f:X\to\overline is a function with values in the extended real numbers \overline=\R \cup \ = ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Extended Real Number Line
In mathematics, the affinely extended real number system is obtained from the real number system \R by adding two infinity elements: +\infty and -\infty, where the infinities are treated as actual numbers. It is useful in describing the algebra on infinities and the various limiting behaviors in calculus and mathematical analysis, especially in the theory of measure and integration. The affinely extended real number system is denoted \overline or \infty, +\infty/math> or It is the Dedekind–MacNeille completion of the real numbers. When the meaning is clear from context, the symbol +\infty is often written simply as Motivation Limits It is often useful to describe the behavior of a function f, as either the argument x or the function value f gets "infinitely large" in some sense. For example, consider the function f defined by :f(x) = \frac. The graph of this function has a horizontal asymptote at y = 0. Geometrically, when moving increasingly farther to the right along t ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Subderivative
In mathematics, the subderivative, subgradient, and subdifferential generalize the derivative to convex functions which are not necessarily differentiable. Subderivatives arise in convex analysis, the study of convex functions, often in connection to convex optimization. Let f:I \to \mathbb be a real-valued convex function defined on an open interval In mathematics, a (real) interval is a set of real numbers that contains all real numbers lying between any two numbers of the set. For example, the set of numbers satisfying is an interval which contains , , and all numbers in between. Other ... of the real line. Such a function need not be differentiable at all points: For example, the absolute value function ''f''(''x'')=, ''x'', is nondifferentiable when ''x''=0. However, as seen in the graph on the right (where ''f(x)'' in blue has non-differentiable kinks similar to the absolute value function), for any ''x''0 in the domain of the function one can draw a line which goes ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]