Proximal mappings and Moreau envelopes of single-variable convex piecewise cubic functions and multivariable gauge functions

Abstract: This work presents a collection of useful properties of the Moreau envelope for finite-dimensional, proper, lower semicontinuous, convex functions. In particular, gauge functions and piecewise cubic functions are investigated and their Moreau envelopes categorized. Characterizations of convex Moreau envelopes are established; topics include strict convexity, strong convexity and Lipschitz continuity.