grandes-ecoles 2025 Q25

grandes-ecoles · France · x-ens-maths__psi Differential equations Higher-Order and Special DEs (Proof/Theory)
We consider a convex function $f \in \mathcal{C}(\mathbb{R})$, admitting a minimizer $x_* \in \mathbb{R}$, and $\tau > 0$. The operator $p_f$ is defined as the unique minimizer of $F_{x_0}(x) := \frac{1}{2}|x - x_0|^2 + \tau f(x)$. Let $x \in \mathbb{R}$ and $\tilde{x} := p_f(x)$. Show that for all $v \in \mathbb{R}$ and $t \in \mathbb{R}$ $$\tau f(\tilde{x}) + \frac{1}{2}|\tilde{x} - x|^2 \leq \tau f(\tilde{x} + tv) + \frac{1}{2}|\tilde{x} + tv - x|^2$$ Let also $y \in \mathbb{R}$, and $\tilde{y} := p_f(y)$. Deduce that $$2\tau(f(\tilde{x}) + f(\tilde{y}) - f(\tilde{x} + tv) - f(\tilde{y} - tv)) \leq |\tilde{x} + tv - x|^2 + |\tilde{y} - tv - y|^2 - |\tilde{x} - x|^2 - |\tilde{y} - y|^2$$
We consider a convex function $f \in \mathcal{C}(\mathbb{R})$, admitting a minimizer $x_* \in \mathbb{R}$, and $\tau > 0$. The operator $p_f$ is defined as the unique minimizer of $F_{x_0}(x) := \frac{1}{2}|x - x_0|^2 + \tau f(x)$.\\
Let $x \in \mathbb{R}$ and $\tilde{x} := p_f(x)$. Show that for all $v \in \mathbb{R}$ and $t \in \mathbb{R}$
$$\tau f(\tilde{x}) + \frac{1}{2}|\tilde{x} - x|^2 \leq \tau f(\tilde{x} + tv) + \frac{1}{2}|\tilde{x} + tv - x|^2$$
Let also $y \in \mathbb{R}$, and $\tilde{y} := p_f(y)$. Deduce that
$$2\tau(f(\tilde{x}) + f(\tilde{y}) - f(\tilde{x} + tv) - f(\tilde{y} - tv)) \leq |\tilde{x} + tv - x|^2 + |\tilde{y} - tv - y|^2 - |\tilde{x} - x|^2 - |\tilde{y} - y|^2$$