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PreprintCC BY 4.0arXiv

Proximity operator of the weighted squared ℓ2,∞ norm with applications

Abstract

In this paper, we derive a closed-form for the proximity operator of the weighted squared ℓ2,∞ norm. Moreover, we derive a closed-form for the proximity operator of a weakly convex version of this function. The proof involves using known results for compute the proximity operator of a supremum function, which requires finding a solution of an auxiliary problem. We find the explicit solution of this auxiliary problem by finding the KKT multipliers and the critical point associated to the first-order optimality conditions. Additionally, we present applications to denoising problems and weighted max-min dispersion problems.

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BibTeX
@misc{lopezrivera2026proximity,
  title = {{Proximity operator of the weighted squared $\ell_2,\infty$ norm with applications}},
  author = {Sergio López-Rivera},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.30237},
  eprint = {2609.30237},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.30237},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Proximity operator of the weighted squared ℓ_2,∞ norm with applications
AU  - Sergio López-Rivera
PY  - 2026
DA  - 2026/09/24
PB  - arXiv
DO  - 10.48550/arxiv.2609.30237
UR  - https://arxiv.org/abs/2609.30237
AB  - In this paper, we derive a closed-form for the proximity operator of the weighted squared ℓ_2,∞ norm. Moreover, we derive a closed-form for the proximity operator of a weakly convex version of this function. The proof involves using known results for compute the proximity operator of a supremum function, which requires finding a solution of an auxiliary problem. We find the explicit solution of this auxiliary problem by finding the KKT multipliers and the critical point associated to the first-order optimality conditions. Additionally, we present applications to denoising problems and weighted max-min dispersion problems.
ER  -