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Moreau's theorem : ウィキペディア英語版
Moreau's theorem
In mathematics, Moreau's theorem is a result in convex analysis. 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, convex and lower semi-continuous 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_ \frac1 \| y - x \|^ + \varphi (y).
Then
:\varphi_ (x) = \frac \| A_ x \|^ + \varphi (J_ (x))
and ''φ''''α'' is convex and Fréchet differentiable with derivative d''φ''''α'' = ''A''''α''. Also, for each ''x'' ∈ ''H'' (pointwise), ''φ''''α''(''x'') converges upwards to ''φ''(''x'') as ''α'' → 0.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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