IEEE SIGNAL PROCESSING LETTERS, vol.22, no.3, pp.265-269, 2015 (Journal Indexed in SCI)
We consider the problem of constructing a penalty function associated with a given monotone function. We provide a construction that allows the monotone function to be discontinuous or bounded. We show that, although the penalty may be nonconvex, it is weakly convex. We briefly discuss the implications for iterative solutions of linear inverse problems.