Examples of discontinuous maximal monotone linear operators and the solution to a recent problem posed by B.F. Svaiter

In this paper, we give two explicit examples of unbounded linear maximal monotone operators. The first unbounded linear maximal monotone operator S on ?² is skew. We show its domain is a proper subset of the domain of its adjoint S^∗, and −S^∗ is not maximal monotone. This gives a negative answer to a recent question posed by Svaiter. The second unbounded linear maximal monotone operator is the inverse Volterra operator T on L²[0,1]. We compare the domain of T with the domain of its adjoint T^∗ and show that the skew part of T admits two distinct linear maximal monotone skew extensions. These unbounded linear maximal monotone operators show that the constraint qualification for the maximality of the sum of maximal monotone operators cannot be significantly weakened, and they are simpler than the example given by Phelps-Simons. Interesting consequences on Fitzpatrick functions for sums of two maximal monotone operators are also given.     

Maximal monotonicity criteria for the composition and the sum under weak interiority conditions

The main goal of this article is to present several new results on the maximality of the composition and of the sum of maximal monotone operators in Banach spaces under weak interiority conditions involving their domains. Direct applications of our results to the structure of the range and domain of a maximal monotone operator are discussed. The last section of this note studies continuity properties of the duality product between a Banach space X and its dual X* with respect to topologies compatible with the natural duality (X × X*, X* × X).     

Regularity and the Br?ndsted–Rockafellar Properties of Maximal Monotone Operators

The purpose of this paper is to establish connections between the class of maximal monotone operators of Br?ndsted–Rockafellar type and that of regular maximal monotone operators. ^†Partially supported by a WISE grant.     

An Answer to S. Simons’ Question on the Maximal Monotonicity of the Sum of a Maximal Monotone Linear Operator and a Normal Cone Operator

The question whether or not the sum of two maximal monotone operators is maximal monotone under Rockafellar’s constraint qualification—that is, whether or not “the sum theorem” is true—is the most famous open problem in Monotone Operator Theory. In his 2008 monograph “From Hahn-Banach to Monotonicity”, Stephen Simons asked whether or not the sum theorem holds for the special case of a maximal monotone linear operator and a normal cone operator of a closed convex set provided that the interior of the set makes a nonempty intersection with the domain of the linear operator. In this note, we provide an affirmative answer to Simons’ question. In fact, we show that the sum theorem is true for a maximal monotone linear relation and a normal cone operator. The proof relies on Rockafellar’s formula for the Fenchel conjugate of the sum as well as some results featuring the Fitzpatrick function.      

Hybrid iterative scheme by a relaxed extragradient method for solutions of equilibrium problems and a general system of variational inequalities with application to optimization

In this paper, we introduce a new iterative process for finding the common element of the set of fixed points of a nonexpansive mapping, the set of solutions of an equilibrium problem and the solutions of the variational inequality problem for two inverse-strongly monotone mappings. We introduce a new viscosity relaxed extragradient approximation method which is based on the so-called relaxed extragradient method and the viscosity approximation method. We show that the sequence converges strongly to a common element of the above three sets under some parametric controlling conditions. Moreover, using the above theorem, we can apply to finding solutions of a general system of variational inequality and a zero of a maximal monotone operator in a real Hilbert space. The results of this paper extended, improved and connected with the results of Ceng et al., [L.-C. Ceng, C.-Y. Wang, J.-C. Yao, Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. 67 (2008), 375–390], Plubtieng and Punpaeng, [S. Plubtieng, R. Punpaeng, A new iterative method for equilibrium problems and fixed point problems of nonexpansive mappings and monotone mappings, Appl. Math. Comput. 197 (2) (2008) 548–558] Su et al., [Y. Su, et al., An iterative method of solution for equilibrium and optimization problems, Nonlinear Anal. 69 (8) (2008) 2709–2719], Li and Song [Liwei Li, W. Song, A hybrid of the extragradient method and proximal point algorithm for inverse strongly monotone operators and maximal monotone operators in Banach spaces, Nonlinear Anal.: Hybrid Syst. 1 (3) (2007), 398-413] and many others.     

Hybrid Proximal-Point Methods for Common Solutions of Equilibrium Problems and Zeros of Maximal Monotone Operators

The purpose of this paper is to introduce and study two hybrid proximal-point algorithms for finding a common element of the set of solutions of an equilibrium problem and the set of solutions to the equation 0∈Tx for a maximal monotone operator T in a uniformly smooth and uniformly convex Banach space X. Strong and weak convergence results of these two hybrid proximal-point algorithms are established, respectively. The research of L.C. Ceng was partially supported by the National Science Foundation of China (10771141), Ph.D. Program Foundation of Ministry of Education of China (20070270004), Science and Technology Commission of Shanghai Municipality Grant (075105118), Innovation Program of Shanghai Municipal Education Commission (09ZZ133), and Shanghai Leading Academic Discipline Project (S30405). The research of J.C. Yao was partially supported by Grant NSC 97-2115-M-110-001. Research was carried on within the agreement between National Sun Yat-Sen University of Kaohsiung, Taiwan and Pisa University, Pisa, Italy, 2008.     

Nonlinear Boundary Value Problems for Second Order Differential Inclusions

In this paper we study two boundary value problems for second order strongly nonlinear differential inclusions involving a maximal monotone term. The first is a vector problem with Dirichlet boundary conditions and a nonlinear differential operator of the form x ↦ a(x, x′)′. In this problem the maximal monotone term is required to be defined everywhere in the state space ℝ^N. The second problem is a scalar problem with periodic boundary conditions and a differential operator of the form x ↦ (a(x)x′)′. In this case the maximal monotone term need not be defined everywhere, incorporating into our framework differential variational inequalities. Using techniques from multivalued analysis and from nonlinear analysis, we prove the existence of solutions for both problems under convexity and nonconvexity conditions on the multivalued right-hand side.     

Regular Maximal Monotone Operators

The purpose of this paper is to introduce a class of maximal monotone operators on Banach spaces that contains all maximal monotone operators on reflexive spaces, all subdifferential operators of proper, lsc, convex functions, and, more generally, all maximal monotone operators that verify the simplest possible sum theorem. Dually strongly maximal monotone operators are also contained in this class. We shall prove that if T is an operator in this class, then (the norm closure of its domain) is convex, the interior of co(dom(T)) (the convex hull of the domain of T) is exactly the set of all points of at which T is locally bounded, and T is maximal monotone locally, as well as other results.     

Duality methods with an automatic choice of parameters Application to shallow water equations in conservative form

Summary.   In [3] a duality numerical algorithm for solving variational inequalities based on certain properties of the Yosida approximation of maximal monotone operators has been introduced. The performance of this algorithm strongly depends on the choice of two constant parameters. In this paper, we consider a new class of algorithms where these constant parameters are replaced by functions. We show that convergence properties are preserved and look for optimal values of these two functions. In general these optimal values cannot be computed, as they depend on the exact solution. Therefore, we propose some strategies in order to approximate them. The resulting algorithms are applied to three variational inequalities in order to compare their performance with that of the original algorithm. Received July 20, 1998 / Revised version received November 26, 1999 / Published online February 5, 2001     

A variational theory for monotone vector fields

Monotone vector fields were introduced almost 40 years ago as nonlinear extensions of positive definite linear operators, but also as natural extensions of gradients of convex potentials. These vector fields are not always derived from potentials in the classical sense, and as such they are not always amenable to the standard methods of the calculus of variations. We describe here how the selfdual variational calculus, developed recently by the author, provides a variational approach to PDEs and evolution equations driven by maximal monotone operators. To any such vector field T on a reflexive Banach space X, one can associate a convex selfdual Lagrangian L _T on the phase space X × X ^* that can be seen as a “potential” for T, in the sense that the problem of inverting T reduces to minimizing a convex energy functional derived from L _T . This variational approach to maximal monotone operators allows their theory to be analyzed with the full range of methods—computational or not—that are available for variational settings. Standard convex analysis (on phase space) can then be used to establish many old and new results concerned with the identification, superposition, and resolution of such vector fields. Dedicated to Felix Browder on his 80th birthday     

On the convergence analysis of inexact hybrid extragradient proximal point algorithms for maximal monotone operators

In this paper we introduce general iterative methods for finding zeros of a maximal monotone operator in a Hilbert space which unify two previously studied iterative methods: relaxed proximal point algorithm [H.K. Xu, Iterative algorithms for nonlinear operators, J. London Math Soc. 66 (2002) 240–256] and inexact hybrid extragradient proximal point algorithm [R.S. Burachik, S. Scheimberg, B.F. Svaiter, Robustness of the hybrid extragradient proximal-point algorithm, J. Optim. Theory Appl. 111 (2001) 117–136]. The paper establishes both weak convergence and strong convergence of the methods under suitable assumptions on the algorithm parameters.     

Monotone iterative technique for impulsive differential equations with time variables

In this paper, we established the general comparison prinples for IVP of impulsive differential equations with time variables, which strictly extend and improve the previous comparison results obtained by V.Lakes.et.al. and S.K.Kaul([3]–[7]). With the general comparison results, we constructed the monotone iterative sequences of solutions for IVP of such equations which converges the maximal and minimal solutions, repectively.     

A Multivalued History-Dependent Operator and Implicit Evolution Inclusions. II

Siberian Mathematical Journal - Continuing the first part of this work, we study an implicit evolution inclusion with time-dependent maximal monotone operator in a separable...     

Coerciveness Property for Conical Nonsmooth Functionals

Coerciveness results are given for conical nonsmooth functionals fulfilling an appropriate Palais-Smale condition. The class of functionals covered by our results is that of quasiorder related lower-semicontinuous functions on metric spaces. Our approach relies on the study of the asymptotic behavior of such functionals through the monotone variational principle in Turinici (An. Stiint. Univ. Al. I. Cuza Iaşi (S. I-a, Mat.) 36:329–352 (1990)).     

On the Fitzpatrick transform of a monotone bifunction

A new definition of monotone bifunctions is given, which is a slight generalization of the original definition given by Blum and Oettli, but which is better suited for relating monotone bifunctions to monotone operators. In this new definition, the Fitzpatrick transform of a maximal monotone bifunction is introduced so as to correspond exactly to the Fitzpatrick function of a maximal monotone operator in case the bifunction is constructed starting from the operator. Whenever the monotone bifunction is lower semicontinuous and convex with respect to its second variable, the Fitzpatrick transform permits to obtain results on its maximal monotonicity.     

The picture of a specific maximal monotone set

Let E be a nontrivial Banach space. The concept of picture has been used to provide a new proof of the surjectivity of S+J, for E reflexive and S: E2 ^{E *} maximal monotone. It is known that if E is reflexive, then the picture of a maximal monotone subset of E×E ^* is a singleton. We calculate an example showing that in the nonreflexive case, the picture of a maximal monotone subset can be quite substantial.     

Some properties of maximal monotone operators on nonreflexive Banach spaces

Important properties of maximal monotone operators on reflexive Banach spaces remain open questions in the nonreflexive case. The aim of this paper is to investigate some of these questions for the proper subclass of locally maximal monotone operators. (This coincides with the class of maximal monotone operators in reflexive spaces.) Some relationships are established with the maximal monotone operators of dense type, which were introduced by J.-P. Gossez for the same purpose.     

Positive solutions for nonlinear operator equations and several classes of applications

In this paper, we study a class of nonlinear operator equations x = Ax + x ₀ on ordered Banach spaces, where A is a monotone generalized concave operator. Using the properties of cones and monotone iterative technique, we establish the existence and uniqueness of solutions for such equations. In particular, we do not demand the existence of upper-lower solutions and compactness and continuity conditions. As applications, we study first-order initial value problems and two-point boundary value problems with the nonlinear term is required to be monotone in its second argument. In the end, applications to nonlinear systems of equations and to nonlinear matrix equations are also considered.     

Maximal Monotone Multifunctions of Brøndsted–Rockafellar Type

We consider whether the “inequality-splitting” property established in the Brøndsted–Rockafellar theorem for the subdifferential of a proper convex lower semicontinuous function on a Banach space has an analog for arbitrary maximal monotone multifunctions. We introduce the maximal monotone multifunctions of type (ED), for which an “inequality-splitting” property does hold. These multifunctions form a subclass of Gossez"s maximal monotone multifunctions of type (D); however, in every case where it has been proved that a multifunction is maximal monotone of type (D) then it is also of type (ED). Specifically, the following maximal monotone multifunctions are of type (ED): ? ultramaximal monotone multifunctions, which occur in the study of certain nonlinear elliptic functional equations; ? single-valued linear operators that are maximal monotone of type (D); ? subdifferentials of proper convex lower semicontinuous functions; ? “subdifferentials” of certain saddle-functions. We discuss the negative alignment set of a maximal monotone multifunction of type (ED) with respect to a point not in its graph – a mysterious continuous curve without end-points lying in the interior of the first quadrant of the plane. We deduce new inequality-splitting properties of subdifferentials, almost giving a substantial generalization of the original Brøndsted–Rockafellar theorem. We develop some mathematical infrastructure, some specific to multifunctions, some with possible applications to other areas of nonlinear analysis: ? the formula for the biconjugate of the pointwise maximum of a finite set of convex functions – in a situation where the “obvious” formula for the conjugate fails; ? a new topology on the bidual of a Banach space – in some respects, quite well behaved, but in other respects, quite pathological; ? an existence theorem for bounded linear functionals – unusual in that it does not assume the existence of any a priori bound; ? the 'big convexification" of a multifunction.

     

Stability and error estimates for the $\theta$-method for strongly monotone and infinitely stiff evolution equations

Summary.   For evolution equations with a strongly monotone operator we derive unconditional stability and discretization error estimates valid for all . For the -method, with , we prove an error estimate , if , where is the maximal integration step for an arbitrary choice of sequence of steps and with no assumptions about the existence of the Jacobian as well as other derivatives of the operator , and an optimal estimate under some additional relation between neighboring steps. The first result is an improvement over the implicit midpoint method , for which an order reduction to sometimes may occur for infinitely stiff problems. Numerical tests illustrate the results. Received March 10, 1999 / Revised version received April 3, 2000 / Published online February 5, 2001