Characterization of latticial cones in Hilbert spaces by isotonicity and generalized infimum

A mapping is called isotone if it is monotone increasing with respect to the order defined by a pointed closed convex cone. Finding the pointed closed convex generating cones for which the projection mapping onto the cone is isotone is a difficult problem which was analyzed in [1, 2, 3, 4, 5]. Such cones are called isotone projection cones. In particular it was shown that any isotone projection cone is latticial [2]. This problem is extended by replacing the projection mapping with a continuous isotone retraction onto the cone. By introducing the notion of sharp mappings, it is shown that a pointed closed convex generating cone is latticial if and only if there is a continuous isotone retraction onto the cone whose complement is sharp. This result is used for characterizing a subdual latticial cone by the isotonicity of a generalization of the positive part mapping x ↦ x ⁺. This generalization is achieved by generalizing the infimum for subdual cones. The theoretical results of this paper exhibit fundamental properties of the lattice structure of the space which were not analysed before.     

Isotonicity of the Metric Projection and Complementarity Problems in Hilbert Spaces

In this paper, as the extension of the isotonicity of the metric projection, the isotonicity characterizations with respect to two arbitrary order relations induced by cones of the metric projection operator are studied in Hilbert spaces, when one cone is a subdual cone and some relations between the two orders hold. Moreover, if the metric projection is not isotone in the whole space, we prove that the metric projection is isotone in some domains in both Hilbert lattices and Hilbert quasi-lattices. By using the isotonicity characterizations with respect to two arbitrary order relations of the metric projection, some solvability and approximation theorems for the complementarity problems are obtained. Our results generalize and improve various recent results in the field of study.     

Characterization of subdual latticial cones in Hilbert spaces by the isotonicity of the metric projection

The subdual latticial cones in Hilbert spaces are characterized by the isotonicity of a generalization of the positive part mapping which can be expressed in terms of the metric projection only. Although Németh characterized the positive cone of Hilbert lattices with the metric projection and ordering only [A.B. Németh, Characterization of a Hilbert vector lattice by the metric projection onto its positive cone, J. Approx. Theory 123 (2) (2003), pp. 295–299.], this has been done for the first time for subdual latticial cones in this article. We also note that the normal generating pointed closed convex cones for which the projection onto the cone is isotone are subdual latticial cones, but there are subdual latticial cones for which the metric projection onto the cone is not isotone [G. Isac, A.B. Németh, Monotonicity of metric projections onto positive cones of ordered Euclidean spaces, Arch. Math. 46 (6) (1986), pp. 568–576; G. Isac, A.B. Néemeth, Every generating isotone projection cone is latticial and correct, J. Math. Anal. Appl. 147 (1) (1990), pp. 53–62; G. Isac, A.B. Németh, Isotone projection cones in Hilbert spaces and the complementarity problem, Boll. Un. Mat. Ital. B 7 (4) (1990), pp. 773–802; G. Isac, A.B. Németh, Projection methods, isotone projection cones, and the complementarity problem, J. Math. Anal. Appl. 153 (1) (1990), pp. 258–275; G. Isac, A.B. Németh, Isotone projection cones in Eucliden spaces, Ann. Sci. Math Québec 16 (1) (1992), pp. 35–52].     

Strong Semismoothness of Projection onto Slices of Second-Order Cone

Second-order cone (SOC) is a typical subclass of nonpolyhedral symmetric cones and plays a fundamental role in the second-order cone programming. It is already proven that the metric projection mapping onto SOC is strongly semismooth everywhere. However, whether such property holds for each slice of SOC has not been known yet. In this paper, by virtue of a new property of projection onto the closed and convex set with sufficiently smooth boundary, and some new results about projection onto axis-weighted SOC, we give an affirmative answer to this problem. Meanwhile, we also show Clarke’s generalized Jacobian and the directional derivative for the projection mapping onto a slice of SOC.     

Isotone retraction cones in Hilbert spaces

A mapping is called isotone if it is monotone increasing with respect to the order induced by a pointed closed convex cone. Finding the pointed closed convex generating cones for which the projection mapping onto the cone is isotone is a difficult problem which was analyzed in Isac and Németh (1986, 1990, 1992) [1], [2], [3], [4] and [5]. Such cones are called isotone projection cones. In particular it was shown that any isotone projection cone is latticial (Isac (1990) [2]). This problem is extended by replacing the projection mapping with continuous retractions onto the cone. By introducing the notion of sharp mappings, it is shown that a pointed closed convex generating cone is latticial if and only if there is a continuous retraction onto the cone whose complement is sharp. Several particular cases are considered and examples are given.     

Extended Lorentz cones and mixed complementarity problems

In this paper we extend the notion of a Lorentz cone in a Euclidean space as follows: we divide the index set corresponding to the coordinates of points in two disjoint classes. By definition a point belongs to an extended Lorentz cone associated with this division, if the coordinates corresponding to one class are at least as large as the norm of the vector formed by the coordinates corresponding to the other class. We call a closed convex set isotone projection set with respect to a pointed closed convex cone if the projection onto the set is isotone (i.e., order preserving) with respect to the partial order defined by the cone. We determine the isotone projection sets with respect to an extended Lorentz cone. In particular, a Cartesian product between an Euclidean space and any closed convex set in another Euclidean space is such a set. We use this property to find solutions of general mixed complementarity problems recursively.     

Extension theorems for some classes of continua

It is proved that every mapping from a proper subcontinuum of a hereditarily unicoherent continuum X onto the Knaster's indecomposable continuum (onto a cone over a zerodimensional compact metric set) can be extended to a mapping defined on X.Similarly, every mapping from a proper subcontinuum of a hereditarily indecomposable continuum onto a pseudoarc can be extended to a mapping defined on the whole space.Both of the above results are generalizations of the author's earlier results to the nonmetric case. As a consequence it is obtained that a pseudoarc is continuously n-homogeneous.     

Iterative methods for nonlinear complementarity problems on isotone projection cones

In this paper we present a recursion related to a nonlinear complementarity problem defined by a closed convex cone in a Hilbert space and a continuous mapping defined on the cone. If the recursion is convergent, then its limit is a solution of the nonlinear complementarity problem. In the case of isotone projection cones sufficient conditions are given for the mapping so that the recursion to be convergent.     

Regular exceptional family of elements with respect to isotone projection cones in Hilbert spaces and complementarity problems

Conditions for the non-existence of a regular exceptional family of elements with respect to an isotone projection cone in a Hilbert space will be presented. The obtained results will be used for generating existence theorems for a complementarity problem with respect to an isotone projection cone in a Hilbert space.     

Differentiability with respect to parameters of solutions to convex programming problems

We consider a family of convex programming problems that depend on a vector parameter, characterizing those values of parameters at which solutions and associated Lagrange multipliers are Gâteaux differentiable.These results are specialized to the problem of the metric projection onto a convex set. At those points where the projection mapping is not differentiable the form of Clarke's generalized derivative of this mapping is derived.     

About the Lipschitz property of the metric projection in the Hilbert space

We consider the metric projection operator from the real Hilbert space onto a strongly convex set. We prove that the restriction of this operator on the complement of some neighborhood of the strongly convex set is Lipschitz continuous with the Lipschitz constant strictly less than 1. This property characterizes the class of strongly convex sets and (to a certain degree) the Hilbert space. We apply the results obtained to the question concerning the rate of convergence for the gradient projection algorithm with differentiable convex function and strongly convex set.     

How to project onto an isotone projection cone

The solution of the complementarity problem defined by a mapping f:Rⁿ→Rⁿ and a cone K⊂Rⁿ consists of finding the fixed points of the operator P_K°(I-f), where P_K is the projection onto the cone K and I stands for the identity mapping. For the class of isotone projection cones (cones admitting projections isotone with respect to the order relation they generate) and f satisfying certain monotonicity properties, the solution can be obtained by iterative processes (see G. Isac, A.B. Németh, Projection methods, isotone projection cones, and the complementarity problem, J. Math. Anal. Appl. 153(1) (1990) 258-275 and S.Z. Németh, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350(1) (2009) 340-347). These algorithms require computing at each step the projection onto the cone K. In general, computing the projection mapping onto a cone K is a difficult and computationally expensive problem. In this note it is shown that the projection of an arbitrary point onto an isotone projection cone in Rⁿ can be obtained by projecting recursively at most n-1 times into subspaces of decreasing dimension. This emphasizes the efficiency of the algorithms mentioned above and furnishes a handy tool for some problems involving special isotone projection cones, as for example the non-negative monotone cones occurring in reconstruction problems (see e.g. Section 5.13 in J. Dattorro, Convex Optimization and Euclidean Distance Geometry, Meboo, 2005, v2009.04.11).     

锥Pf的若干性质

利用实赋范线性空间E上非零连续线性泛函f,确定了E上半序关系和锥Pf,证明了锥Pf的几个性质,给出了H ilbert空间中Pf的对偶锥的表现形式及由Pf确定的H ilbert投影距离与T hom pson距离.     

Simultaneous metric projection onto closed sets

We examine simultaneous metric projection by closed sets in a class of ordered normed spaces. First, we study simultaneous metric projection onto downward and upward sets and separation properties of these sets. The results obtained are used for examination of simultaneous metric projection by arbitrary closed sets, and we examine the minimization of the distance from a bounded set to an arbitrary closed set in a class of ordered normed spaces.     

On the finite termination of the Douglas-Rachford method for the convex feasibility problem

In this paper we apply the Douglas–Rachford (DR) method to solve the problem of finding a point in the intersection of the interior of a closed convex cone and a closed convex set in an infinite-dimensional Hilbert space. For this purpose, we propose two variants of the DR method which can find a point in the intersection in a finite number of iterations. In order to analyse the finite termination of the methods, we use some properties of the metric projection and a result regarding the rate of convergence of fixed point iterations. As applications of the results, we propose the methods for solving the conic and semidefinite feasibility problems, which terminate at a solution in a finite number of iterations.     

Remark on the Successive Projection Algorithm for the Multiple-Sets Split Feasibility Problem

Recently, assuming that the metric projection onto a closed convex set is easily calculated, Liu et al. (Numer. Func. Anal. Opt. 35:1459–1466, 2014) presented a successive projection algorithm for solving the multiple-sets split feasibility problem (MSFP). However, in some cases it is impossible or needs too much work to exactly compute the metric projection. The aim of this remark is to give a modification to the successive projection algorithm. That is, we propose a relaxed successive projection algorithm, in which the metric projections onto closed convex sets are replaced by the metric projections onto halfspaces. Clearly, the metric projection onto a halfspace may be directly calculated. So, the relaxed successive projection algorithm is easy to implement. Its theoretical convergence results are also given.     

Iterative algorithms for solving fixed point problems and variational inequalities with uniformly continuous monotone operators

Using the double projection and Halpern methods, we prove two strong convergence results for finding a solution of a variational inequality problem involving uniformly continuous monotone operator which is also a fixed point of a quasi-nonexpansive mapping in a real Hilbert space. In our proposed methods, only two projections onto the feasible set in each iteration are performed, rather than one projection for each tentative step during the Armijo-type search, which represents a considerable saving especially when the projection is computationally expensive. We also give some numerical results which show that our proposed algorithms are efficient and implementable from the numerical point of view.     

On the Lorentz Cone Complementarity Problems in Infinite-Dimensional Real Hilbert Space

In this article, we consider the Lorentz cone complementarity problems in infinite-dimensional real Hilbert space. We establish several results that are standard and important when dealing with complementarity problems. These include proving the same growth of the Fishcher–Burmeister merit function and the natural residual merit function, investigating property of bounded level sets under mild conditions via different merit functions, and providing global error bounds through the proposed merit functions. Such results are helpful for further designing solution methods for the Lorentz cone complementarity problems in Hilbert space.     

Differential stability of solutions to parametric optimization problems

A method for the differential stability of solutions to a class of solutions to a class of parametric optimization problem is prposed. Any solution of the parametric optimization problem is given as a fixed point of the metric projection onto the set of admissible coefficients. A new result on the differential stability of the metric projection in Sobolev space H²(Ω)onto a set of admissible parameters is obtained. The stability results with respect to perturbations of observations for the solutions to a coefficient estimation problem for a second-order elliptic equation are derived.     

On the Coderivative of the Projection Operator onto the Second-order Cone

The limiting (Mordukhovich) coderivative of the metric projection onto the second-order cone $\mathbb{R}^{n}$ is computed. This result is used to obtain a sufficient condition for the Aubin property of the solution map of a parameterized second-order cone complementarity problem and to derive necessary optimality conditions for a mathematical program with a second-order cone complementarity problem among the constraints.