TheoremBase

Nearest-Point Projection onto a Nonempty Closed Convex Subset of a Real Hilbert Space

Every point of a real Hilbert space has a unique nearest point in a nonempty closed convex set, characterised by a variational inequality; the projection is nonexpansive.

Statement

Let R\mathbb{R} be the ordered field of real numbers, with the notation of that item, let N\mathbb{N} be the set of natural numbers, and let HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle and norm ∣⋅∣|\cdot|, let K⊆HK\subseteq H be nonempty, convex and closed. Then the following hold.

1. (Existence and uniqueness of a nearest point) For every x∈Hx\in H there is exactly one point of KK, denoted PKxP_{K}x, such that ∣x−PKx∣≤∣x−y∣|x-P_{K}x|\le|x-y| for every y∈Ky\in K.

2. (Variational characterisation) For x∈Hx\in H, a point z∈Kz\in K satisfies z=PKxz=P_{K}x if and only if ⟨x−z, y−z⟩≤0\langle x-z,\,y-z\rangle\le 0 for every y∈Ky\in K.

3. (Fixed points) For x∈Hx\in H, PKx=xP_{K}x=x if and only if x∈Kx\in K.

4. (Nonexpansiveness) For all x,x′∈Hx,x'\in H, ∣PKx−PKx′∣≤∣x−x′∣|P_{K}x-P_{K}x'|\le|x-x'|.

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