The iterative methods for monotone generalized variational inequalities

A new class of iterative methods are presented for monotone generalized variational inequality problems. These methods, which base on an equivalent formulation of the original problem, can be viewed as the extension of the symmetric projection rnethod for monotone variational inequalities. The global convergence of the methods is estab-lished under the monotonicity assumption on the functions associated the problem.Specialization of the proposed algorithms and related results to several special cases are also discussed. Moreover, two combination methods are presented for affine monotone problems. and their global and Q-linear convergence are also established     

On difference of two monotone operators

In this paper, we introduce and consider the problem of finding zeroes of difference of two monotone operators in a Hilbert space. Using the resolvent operator technique, we show that this problem is equivalent to the fixed point problem. This equivalence is used to suggest and analyze an iterative method for finding a zero of difference of two monotone operators. We also discuss the convergence of the iterative method under suitable conditions. Our method of proof is very simple as compared with other techniques.     

Equilibrium Problems under Generalized Convexity and Generalized Monotonicity

Generalized convex functions preserve many valuable properties of mathematical programming problems with convex functions. Generalized monotone maps allow for an extension of existence results for variational inequality problems with monotone maps. Both models are special realizations of an abstract equilibrium problem with numerous applications, especially in equilibrium analysis (e.g., Blum and Oettli, 1994). We survey existence results for equilibrium problems obtained under generalized convexity and generalized monotonicity. We consider both the scalar and the vector case. Finally existence results for a system of vector equilibrium problems under generalized convexity are surveyed which have applications to a system of vector variational inequality problems. Throughout the survey we demonstrate that the results can be obtained without the rigid assumptions of convexity and monotonicity.     

New monotone hybrid algorithm for hemi-relatively nonexpansive mappings and maximal monotone operators

The purpose of this article is to prove the strong convergence theorems for hemi-relatively nonexpansive mappings in Banach spaces. In order to get the strong convergence theorems for hemi-relatively nonexpansive mappings, a new monotone hybrid iteration algorithm is presented and is used to approximate the fixed point of hemi-relatively nonexpansive mappings. Noting that, the general hybrid iteration algorithm can be used for relatively nonexpansive mappings but it can not be used for hemi-relatively nonexpansive mappings. However, this new monotone hybrid algorithm can be used for hemi-relatively nonexpansive mappings. In addition, a new method of proof has been used in this article. That is, by using this new monotone hybrid algorithm, we firstly claim that, the iterative sequence is a Cauchy sequence. The results of this paper modify and improve the results of Matsushita and Takahashi, and some others.     

On the existence of zeros of monotone operators in reflexive Banach spaces

This paper is devoted to the investigation on the existence of zeros of monotone operators in reflexive Banach spaces. We first present a sufficient condition under which single-valued monotone operators have zeros. The obtained theorem includes a previous result as a special case. A necessary and sufficient condition for the existence of zeros of maximal monotone operators is presented.     

Simple bounds for solutions of monotone complementarity problems and convex programs

For a solvable monotone complementarity problem we show that each feasible point which is not a solution of the problem provides simple numerical bounds for some or all components of all solution vectors. Consequently for a solvable differentiable convex program each primal-dual feasible point which is not optimal provides simple bounds for some or all components of all primal-dual solution vectors. We also give an existence result and simple bounds for solutions of monotone compementarity problems satisfying a new, distributed constraint qualification. This result carries over to a simple existence and boundedness result for differentiable convex programs satisfying a similar constraint qualification.Sponsored by the United States Army under Contract No. DAAG29-80-C-0041. This material is based on work sponsored by National Science Foundation Grants MCS-8200632 and MCS-8102684.     

On generalized Weyl operators

The ``generalized Weyl' operators between two Hilbert spaces are taken to be those with closed range for which the null space and that of the adjoint are of equal Hilbert space dimension. We show that products of two of these which happen to have closed range, and finite rank perturbation of these, are also generalized Weyl.

     

On classifying monotone complete algebras of operators

We give a classification of “small” monotone complete C ^*-algebras by order properties. We construct a corresponding semigroup. This classification filters out von Neumann algebras; they are mapped to the zero of the classifying semigroup. We show that there are 2 ^c distinct equivalence classes (where c is the cardinality of the continuum). This remains true when the classification is restricted to special classes of monotone complete C ^*-algebras e.g. factors, injective factors, injective operator systems and commutative algebras which are subalgebras of ℓ^∞. Some examples and applications are given.      

Convexity of trace functionals and Schrödinger operators

Let H be a semi-bounded self-adjoint operator on a separable Hilbert space. For a certain class of positive, continuous, decreasing, and convex functions F we show the convexity of trace functionals of the form tr(F(H+U−ε(U)))−ε(U), where U is a bounded, self-adjoint operator and ε(U) is a normalizing real function—the Fermi level—which may be identical zero. If additionally F is continuously differentiable, then the corresponding trace functional is Fréchet differentiable and there is an expression of its gradient in terms of the derivative of F. The proof of the differentiability of the trace functional is based upon Birman and Solomyak's theory of double Stieltjes operator integrals. If, in particular, H is a Schrödinger-type operator and U a real-valued function, then the gradient of the trace functional is the quantum mechanical expression of the particle density with respect to an equilibrium distribution function f=−F^′. Thus, the monotonicity of the particle density in its dependence on the potential U of Schrödinger's operator—which has been understood since the late 1980s—follows as a special case.     

Invariance properties of generalized monotonicity

Generalized monotone maps are studied under affine variable transformations. The results enable us to generate generalized monotone matrices of any size. Various necessary conditions and sufficient conditions for generalized monotone matrices are derived. Furthermore. admissible translations of generalized monotone linear maps are studied. Finally, the maximal domain of generalized monotonicity is characterized.     

On preimages of a class of generalized monotone operators

In this paper we first provide a geometric interpretation of the Minty-Browder monotonicity which allows us to extend this concept to the so called h-monotonicity, still formulated in an analytic way. A topological concept of monotonicity is also known in the literature: it requires the connectedness of all preimages of the operator involved. This fact is important since combined with the local injectivity, it ensures global injectivity. When a linear structure is present on the source space, one can ask for the preimages to even be convex. In an earlier paper, the authors have shown that Minty-Browder monotone operators defined on convex open sets do have convex preimages, obtaining as a by-product global injectivity theorems. In this paper we study the preimages of h-monotone operators, by showing that they are not divisible by closed connected hypersurfaces, and investigate them from the dimensional point of view. As a consequence we deduce that h-monotone local homeomorphisms are actually global homeomorphisms, as the proved properties of their preimages combined with local injectivity still produce global injectivity.     

Variational inequalities for monotone operators in nonreflexive Banach spaces

The purpose of this paper is to study the existence problem of solutions and perturbation problem for some kind of variational inequalities with monotone operators in nonreflexive Banach spaces, and to obtain some results.     

Existence and proximal point algorithms for nonlinear monotone complementarity problems *

The purpose of the present paper is a statement of the nonlinear complementarity problem associated to monotone operators in Hilbert spaces. Existence results are proved, and proximal point algorithms are given     

On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators

This paper shows, by means of an operator called asplitting operator, that the Douglas—Rachford splitting method for finding a zero of the sum of two monotone operators is a special case of the proximal point algorithm. Therefore, applications of Douglas—Rachford splitting, such as the alternating direction method of multipliers for convex programming decomposition, are also special cases of the proximal point algorithm. This observation allows the unification and generalization of a variety of convex programming algorithms. By introducing a modified version of the proximal point algorithm, we derive a new,generalized alternating direction method of multipliers for convex programming. Advances of this sort illustrate the power and generality gained by adopting monotone operator theory as a conceptual framework.This paper is drawn largely from the dissertation research of the first author. The dissertation was performed at M.I.T. under the supervision of the second author, and was supported in part by the Army Research Office under grant number DAAL03-86-K-0171, and by the National Science Foundation under grant number ECS-8519058.     

What is quasiconvex analysis?

We endeavour to answer the question of the title, or rather the question of how much one can extend convex analysis to a wider framework in which some convexity features remain. Subdifferential calculus and duality are the main directions we consider     

Some properties of a generalized Hamy symmetric function and its applications

This paper is concerned with the generalized Hamy symmetric function

     

The monotonicity of the ratio between generalized logarithmic means

A monotonicity result for the ratio between two generalized logarithmic means is established. As an application, an inequality of Alzer for negative powers is extended to all real numbers.     

Generalized convexity and inequalities

Let R₊=(0,∞) and let M be the family of all mean values of two numbers in R₊ (some examples are the arithmetic, geometric, and harmonic means). Given m₁,m₂∈M, we say that a function is (m₁,m₂)-convex if f(m₁(x,y))?m₂(f(x),f(y)) for all x,y∈R₊. The usual convexity is the special case when both mean values are arithmetic means. We study the dependence of (m₁,m₂)-convexity on m₁ and m₂ and give sufficient conditions for (m₁,m₂)-convexity of functions defined by Maclaurin series. The criteria involve the Maclaurin coefficients. Our results yield a class of new inequalities for several special functions such as the Gaussian hypergeometric function and a generalized Bessel function.