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Proposition 3.a — the proximal objective ½‖u − z‖² + f(u) has a strict minimum

Proved
MoreauProx.Decomposition.prox_strict_minimum

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

convex-analysisp2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1proximal-map

Let HHH be a real Hilbert space, f∈Γ0(H)f \in \Gamma_0(H)f∈Γ0​(H) and z∈Hz \in Hz∈H. Then the function

Φ(u)=12∥u−z∥2+f(u),u∈H,\Phi(u) = \tfrac12 \|u - z\|^2 + f(u), \qquad u \in H,Φ(u)=21​∥u−z∥2+f(u),u∈H,

with values in ]−∞,+∞]]-\infty,+\infty]]−∞,+∞], has a strict minimum: there is a point x∈Hx \in Hx∈H such that Φ(x)<Φ(u)\Phi(x) < \Phi(u)Φ(x)<Φ(u) for every u≠xu \ne xu=x.

The minimizer is therefore unique; Moreau denotes it proxfz\mathrm{prox}_f zproxf​z, the proximal point of zzz relative to fff (3.b). For fff the indicator function of a nonempty closed convex set CCC, it is the nearest-point projection onto CCC.

Formalization Note "Strict minimum" is stated literally, as strict inequality at every other point, which gives both existence and uniqueness of the minimizer. The sum is computed in EReal.

Preamble
import Mathlib
import Definitions.Def_MoreauProx_Decomposition_ConvexDuality
Formal statement
namespace MoreauProx.Decomposition

open scoped InnerProductSpace

/-- Moreau 1965, Proposition 3.a, p. 278: for `f ∈ Γ₀(H)` and every `z ∈ H`, the function
`Φ(u) = ½‖u − z‖² + f(u)` has a strict minimum: a point `x` with `Φ(x) < Φ(u)` for all `u ≠ x`. -/
theorem prox_strict_minimum {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H]
    [CompleteSpace H] (f : H → EReal) (hf : GammaZero f) (z : H) :
    ∃ x : H, ∀ u : H, u ≠ x → proxObjective f z x < proxObjective f z u := by sorry

end MoreauProx.Decomposition
Source
Moreau, Proximité et dualité dans un espace hilbertien, Bull. Soc. Math. France 93 (1965), p. 278, Proposition 3.a
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What the Lean code literally says, in plain math · claude-opus-5-5

Let HHH be a real Hilbert space. Let f:H→[−∞,+∞]f : H \to [-\infty,+\infty]f:H→[−∞,+∞] belong to Γ0(H)\Gamma_0(H)Γ0​(H), meaning:

  • fff is never −∞-\infty−∞;
  • fff is finite somewhere;
  • the epigraph {(x,r)∈H×R:f(x)≤r}\{(x,r)\in H\times\mathbb R : f(x)\le r\}{(x,r)∈H×R:f(x)≤r} is convex;
  • fff is lower semicontinuous.

Let z∈Hz \in Hz∈H be arbitrary. Define, in the extended reals,

Φ(u)=12∥u−z∥2+f(u).\Phi(u) = \tfrac12\|u-z\|^2 + f(u).Φ(u)=21​∥u−z∥2+f(u).

The theorem asserts that there exists x∈Hx \in Hx∈H such that

Φ(x)<Φ(u)for every u∈H with u≠x.\Phi(x) < \Phi(u) \qquad \text{for every } u \in H \text{ with } u \neq x.Φ(x)<Φ(u)for every u∈H with u=x.

So xxx is a strict global minimiser of Φ\PhiΦ. Uniqueness of such an xxx follows from the strict inequality, but it is not stated separately.

Degenerate cases. If H={0}H = \{0\}H={0}, there is no u≠xu \neq xu=x, so the statement holds trivially with x=0x = 0x=0. If HHH has a nonzero element, the strict inequality against some uuu forces Φ(x)<+∞\Phi(x) < +\inftyΦ(x)<+∞, and therefore f(x)f(x)f(x) is finite.

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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