Newton-Like Dynamics and Forward-Backward Methods for Structured Monotone Inclusions in Hilbert Spaces

In a Hilbert space setting we introduce dynamical systems, which are linked to Newton and Levenberg–Marquardt methods. They are intended to solve, by splitting methods, inclusions governed by structured monotone operators M=A+B, where A is a general maximal monotone operator, and B is monotone and locally Lipschitz continuous. Based on the Minty representation of A as a Lipschitz manifold, we show that these dynamics can be formulated as differential systems, which are relevant to the Cauchy–Lipschitz theorem, and involve separately B and the resolvents of A. In the convex subdifferential case, by using Lyapunov asymptotic analysis, we prove a descent minimizing property and weak convergence to equilibria of the trajectories. Time discretization of these dynamics gives algorithms combining Newton’s method and forward-backward methods for solving structured monotone inclusions.     

A family of projective splitting methods for the sum of two maximal monotone operators

A splitting method for two monotone operators A and B is an algorithm that attempts to converge to a zero of the sum A + B by solving a sequence of subproblems, each of which involves only the operator A, or only the operator B. Prior algorithms of this type can all in essence be categorized into three main classes, the Douglas/Peaceman-Rachford class, the forward-backward class, and the little-used double-backward class. Through a certain “extended” solution set in a product space, we construct a fundamentally new class of splitting methods for pairs of general maximal monotone operators in Hilbert space. Our algorithms are essentially standard projection methods, using splitting decomposition to construct separators. We prove convergence through Fejér monotonicity techniques, but showing Fejér convergence of a different sequence to a different set than in earlier splitting methods. Our projective algorithms converge under more general conditions than prior splitting methods, allowing the proximal parameter to vary from iteration to iteration, and even from operator to operator, while retaining convergence for essentially arbitrary pairs of operators. The new projective splitting class also contains noteworthy preexisting methods either as conventional special cases or excluded boundary cases. Dedicated to Clovis Gonzaga on the occassion of his 60th birthday.     

Aluthge iterations of weighted translation semigroups

The problem whether Aluthge iteration of bounded operators on a Hilbert space H is convergent was introduced in [I. Jung, E. Ko, C. Pearcy, Aluthge transforms of operators, Integral Equations Operator Theory 37 (2000) 437-448]. And the problem whether the hyponormal operators on H with dimH=∞ has a convergent Aluthge iteration under the strong operator topology remains an open problem [I. Jung, E. Ko, C. Pearcy, The iterated Aluthge transform of an operator, Integral Equations Operator Theory 45 (2003) 375-387]. In this note we consider symbols with a fractional monotone property which generalizes hyponormality and 2-expansivity on weighted translation semigroups, and prove that if {St} is a weighted translation semigroup whose symbol has the fractional monotone property, then its Aluthge iteration converges to a quasinormal operator under the strong operator topology.     

Maximality of the Sum of a Maximally Monotone Linear Relation and a Maximally Monotone Operator

The most famous open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that Rockafellar’s constraint qualification holds. In this paper, we prove the maximal monotonicity of A?+?B provided that A, B are maximally monotone and A is a linear relation, as soon as Rockafellar’s constraint qualification holds: ${\operatorname{dom}}\,A\cap{\operatorname{int}}\,{\operatorname{dom}}\,B\neq\varnothing$ . Moreover, A?+?B is of type (FPV).     

On operator order and chaotic operator order for two operators

In this paper we characterize operator order A?B?O and chaotic operator order log A?logB for positive and invertible operators A and B in terms of operator inequalities via the Furuta inequality and operator equalities due to the Douglas’s majorization and factorization. Related results are obtained, which include generalizations and characterizations of some well-known results.     

A generalized f-projection method for countable families of weak relatively nonexpansive mappings and the system of generalized Ky Fan inequalities

The purpose of this paper is to present new hybrid Ishikawa iteration process by the generalized f-projection operator for finding a common element of the fixed point set for two countable families of weak relatively nonexpansive mappings and the set of solutions of the system of generalized Ky Fan inequalities in a uniformly convex and uniformly smooth Banach space. Furthermore, we show that our new iterative scheme converges strongly to a common element of the afore mentioned sets. As applications, we apply our results to obtain some new results for finding a solution of a common fixed point of two countable in finite families, a system of generalized Ky Fan inequalities and a common zero-point problem for general B-monotone and maximal monotone operators in Banach spaces. The results presented in this paper improve and extend important recent results.     

Forward-Backward and Tseng’s Type Penalty Schemes for Monotone Inclusion Problems

We deal with monotone inclusion problems of the form 0 ∈ A x + D x + N _C (x) in real Hilbert spaces, where A is a maximally monotone operator, D a cocoercive operator and C the nonempty set of zeros of another cocoercive operator. We propose a forward-backward penalty algorithm for solving this problem which extends the one proposed by Attouch et al. (SIAM J. Optim. 21(4): 1251-1274, 2011). The condition which guarantees the weak ergodic convergence of the sequence of iterates generated by the proposed scheme is formulated by means of the Fitzpatrick function associated to the maximally monotone operator that describes the set C. In the second part we introduce a forward-backward-forward algorithm for monotone inclusion problems having the same structure, but this time by replacing the cocoercivity hypotheses with Lipschitz continuity conditions. The latter penalty type algorithm opens the gate to handle monotone inclusion problems with more complicated structures, for instance, involving compositions of maximally monotone operators with linear continuous ones.     

A Trotter-Kato type result for a second order difference inclusion in a Hilbert space

A Trotter-Kato type result is proved for a class of second order difference inclusions in a real Hilbert space. The equation contains a nonhomogeneous term f and is governed by a nonlinear operator A, which is supposed to be maximal monotone and strongly monotone. The associated boundary conditions are also of monotone type. One shows that, if An is a sequence of operators which converges to A in the sense of resolvent and fn converges to f in a weighted l²-space, then under additional hypotheses, the sequence of the solutions of the difference inclusion associated to An and fn is uniformly convergent to the solution of the original problem.     

Positive semigroups and algebraic Riccati equations in Banach spaces

We generalize Wonham’s theorem on solvability of algebraic operator Riccati equations to Banach spaces, namely there is a unique stabilizing solution to \(A^*P+PA-PBB^*P+C^*C=0\) when (A, B) is exponentially stabilizable and (C, A) is exponentially detectable. The proof is based on a new approach that treats the linear part of the equation as the generator of a positive semigroup on the space of symmetric operators from a Banach space to its dual, and the quadratic part as an order concave map. A direct analog of global Newton’s iteration for concave functions is then used to approximate the solution, the approximations converge in the strong operator topology, and the convergence is monotone. The linearized equations are the well-known Lyapunov equations of the form \(A^*P+PA=-Q\), and semigroup stability criterion in terms of them is also generalized.     

An inexact parallel splitting augmented Lagrangian method for large system of linear equations

Parallel iterative methods are powerful in solving large systems of linear equations (LEs). The existing parallel computing research results focus mainly on sparse systems or others with particular structure. Most are based on parallel implementation of the classical relaxation methods such as Gauss-Seidel, SOR, and AOR methods which can be efficiently carried out on multiprocessor system. In this paper, we propose a novel parallel splitting operator method in which we divide the coefficient matrix into two or three parts. Then we convert the original problem (LEs) into a monotone (linear) variational inequality problem (VI) with separable structure. Finally, an inexact parallel splitting augmented Lagrangian method is proposed to solve the variational inequality problem (VI). To avoid dealing with the matrix inverse operator, we introduce proper inexact terms in subproblems such that the complexity of each iteration of the proposed method is O(n²). In addition, the proposed method does not require any special structure of system of LEs under consideration. Convergence of the proposed methods in dealing with two and three separable operators respectively, is proved. Numerical computations are provided to show the applicability and robustness of the proposed methods.     

More on positive commutators

Let A and B be positive operators on a Banach lattice E such that the commutator C=AB−BA is also positive. The paper continues the investigation of the spectral properties of C initiated in J. Bra?i? et al. (in press) [3]. If the sum A+B is a Riesz operator and the commutator C is a power compact operator, then C is a quasi-nilpotent operator having a triangularizing chain of closed ideals of E. If we assume that the operator A is compact and the commutator AC−CA is positive, the operator C is quasi-nilpotent as well. We also show that the commutator C is not invertible provided the resolvent set of C is connected.     

Unitary invariance and spectral variation

We call a norm on operators or matrices weakly unitarily invariant if its value at operator A is not changed by replacing A by U1AU, provided only that U is unitary. This class includes such norms as the numerical radius. We extend to all such norms an inequality that bounds the spectral variation when a normal operator A is replaced by another normal B in terms of the arclength of any normal path from A to B, computed using the norm in question. Related results treat the local metric geometry of the “manifold” of normal operators. We introduce a representation for weakly unitarily invariant matrix norms in terms of function norms over the unit ball, and identify this correspondence explicitly in certain cases.     

Traces of operators with a relatively compact perturbation

This is a continuation of the authors’ series of papers on the theory of regularized traces of abstract discrete operators. We prove a theorem in which the perturbing operator B is subordinate to the operator A ₀ in the sense that BA ₀ ^?δ is a compact operator belonging to some Schatten-von Neumann class of finite order. Apart from covering new classes of operators, and in contrast to our preceding papers, we give a unified statement of the theorem regardless of whether the resolvent of the unperturbed operator belongs to the trace class. Two examples are given in which the result is applied to ordinary differential operators as well as to partial differential operators.     

Multiplicative perturbation of nonlinear m-accretive operators

Criteria are obtained for when an accretive product (i.e., composition) BA of nonlinear m-accretive operators A and B in a Banach space X will be itself m-accretive; and, in particular, when a monotone product of two maximal monotone operators in a Hilbert space will be maximal monotone. This extends the theory of multiplicative perturbation of infinitesimal generators of contraction semigroups to the nonlinear case. Also obtained as a biproduct are existence theorems for certain Hammerstein integral equations.     

Tensor products and property (w)

A Banach space operator satisfies “property (w)” if the complement of its essential Weyl approximate point spectrum in its approximate point spectrum is the set of finite multiplicity isolated eigenvalues of the operator. Property (w) does not transfer from operators A and B to their tensor product A?B; we give necessary and/or sufficient conditions ensuring the passage of property (w) from A and B to A?B. Perturbations by Riesz operators are considered.     

Approximating Solutions of Maximal Monotone Operators in Hilbert Spaces

Let H be a real Hilbert space and let T: H→2^H be a maximal monotone operator. In this paper, we first introduce two algorithms of approximating solutions of maximal monotone operators. One of them is to generate a strongly convergent sequence with limit vT⁻¹0. The other is to discuss the weak convergence of the proximal point algorithm. Next, using these results, we consider the problem of finding a minimizer of a convex function. Our methods are motivated by Halpern's iteration and Mann's iteration.     

Quadratic forms and Klauder's phenomenon: A remark on very singular perturbations

We give a general analysis of a class of pairs of positive self-adjoint operators A and B for which A + λB has a limit (in strong resolvent sense) as λ ↓ 0 which is an operator A_p ≠ A!     

Around Operator Monotone Functions

We show that the symmetrized product AB + BA of two positive operators A and B is positive if and only if f(A+B) ￡ f(A)+f(B){f(A+B)\leq f(A)+f(B)} for all non-negative operator monotone functions f on [0,∞) and deduce an operator inequality. We also give a necessary and sufficient condition for that the composition f °g{f \circ g} of an operator convex function f on [0,∞) and a non-negative operator monotone function g on an interval (a, b) is operator monotone and present some applications.     

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.