The Moreau-Yosida Regularization

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Motivation

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Definitions

Let $(X,d)$ be a metric space. A function $g:X\to (-\infty ,+\infty ]$ is said to be proper if it is not identically equal to $+\infty$, that is, if there exists $x\in X$ such that $g(x)<+\infty$.

Given a function $g:X\to (-\infty ,+\infty ]$, its Moreau-Yosida regularization $g_{k}:X\to (-\infty ,+\infty ]$ is given by

$g_{k}(x):=\inf \limits _{y\in X}\left[g(y)+kd(x,y)\right],$

where $k\geq 0$.

Examples

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References

Possible list of references, will fix accordingly

Bauschke-Combette Ch 12.; Santambrogio (6); Ambrosio-Gigli-Savare (59-61)