Self-dual Smooth Approximations of Convex Functions via the Proximal Average

The proximal average of two convex functions has proven to be a useful tool in convex analysis. In this note, we express Goebel’s self-dual smoothing operator in terms of the proximal average, which allows us to give a simple proof of self duality. We also provide a novel self-dual smoothing operator. Both operators are illustrated by smoothing the norm.