A generalization of the Moreau-Yosida regularization

Abstract: In many applications, one deals with nonsmooth functions, e.g., in nonsmooth dynamical systems, nonsmooth mechanics, or nonsmooth optimization. In order to establish theoretical results, it is often beneficial to regularize the nonsmooth functions in an intermediate step. In this work, we investigate the properties of a generalization of the Moreau-Yosida regularization on a normed space where we replace the quadratic kernel in the infimal convolution with a more general function. More precisely, for a function $f:X \rightarrow (-\infty,+\infty]$ defined on a normed space $(X,\Vert \cdot \Vert)$ and given parameters $p>1$ and $\varepsilon>0$, we investigate the properties of the generalized Moreau-Yosida regularization given by \begin{align*} f_\varepsilon(u)=\inf_{v\in X}\left\lbrace \frac{1}{p\varepsilon} \Vert u-v\Vert^p+f(v)\right\rbrace \quad ,u\in X. \end{align*} We show that the generalized Moreau-Yosida regularization satisfies the same properties as in the classical case for $p=2$, provided that $X$ is not a Hilbert space. We further establish a convergence result in the sense of Mosco-convergence as the regularization parameter $\varepsilon$ tends to zero.