Explicit Series and a Certified Hybrid Evaluator for the $\ell_p$ Proximity Operator for $0<p<1$
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Abstract
The nonconvex $\ell_p$ quasi-norm with $0<p<1$ is a powerful sparsity surrogate but makes the proximity operator $\mathrm{prox}_{\lambda|\cdot|^p}$ nontrivial to evaluate robustly.
We give an explicit characterization of the scalar proximal map for all $0<p<1$, including the threshold structure and conditions ensuring strict, isolated solutions.
Applying the Lagrange--Bürmann inversion to the stationarity equation yields a uniformly convergent series for the larger positive root, which provides an exact and numerically stable formula above the classical threshold.
We further derive a Mellin--Barnes (MB) integral representation, explaining its radius of convergence and enabling certified truncation.
Building on these ingredients, we design a {certified hybrid evaluator} (short series $+$ truncated vertical MB segment) with a computable a priori error bound that remains accurate in the near-threshold regime.
For rational $p$, Gauss' multiplication formula reduces the coefficients to finite products of shifted Gamma functions, reorganizing the series into a finite sum of generalized hypergeometric functions and explaining the closed forms at $p\in\{1/3,1/2,2/3\}$.
We integrate the evaluator into a proximal-gradient method with an inexact proximal oracle and prove convergence under standard summability of the certificates; MATLAB implementations and numerics confirm accuracy, including near-threshold behavior.