Representable Monotone Operators and Limits of Sequences of Maximal Monotone Operators

We show that the lower limit of a sequence of maximal monotone operators on a reflexive Banach space is a representable monotone operator. As a consequence, we obtain that the variational sum of maximal monotone operators and the variational composition of a maximal monotone operator with a linear continuous operator are both representable monotone operators.     

Metric subregularity and the proximal point method

We examine the linear convergence rates of variants of the proximal point method for finding zeros of maximal monotone operators. We begin by showing how metric subregularity is sufficient for local linear convergence to a zero of a maximal monotone operator. This result is then generalized to obtain convergence rates for the problem of finding a common zero of multiple monotone operators by considering randomized and averaged proximal methods.     

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.     

Visco-penalization of the sum of two monotone operators

A new type of approximating curve for finding a particular zero of the sum of two maximal monotone operators in a Hilbert space is investigated. This curve consists of the zeros of perturbed problems in which one operator is replaced with its Yosida approximation and a viscosity term is added. As the perturbation vanishes, the curve is shown to converge to the zero of the sum that solves a particular strictly monotone variational inequality. As an off-spring of this result, we obtain an approximating curve for finding a particular zero of the sum of several maximal monotone operators. Applications to convex optimization are discussed.     

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.     

Extragradient Methods for Solving Equilibrium Problems,Variational Inequalities,and Fixed Point Problems

In this paper, we propose the new extragradient algorithms for an α-inverse-strongly monotone operator and a relatively nonexpansive mapping in Banach spaces. We prove convergence theorems by this methods under suitable conditions. Applying our algorithms, we find a zero paint of maximal monotone operators. Using FMINCON optimization toolbox in MATLAB, we give an example to illustrate the usability of our results.     

All Maximal Monotone Operators in a Banach Space are of Type FPV

Within a nonzero, real Banach space we show that a monotone operator with a bounded domain that is representable by a representative function with a bigger conjugate must be maximal. This study allows us to resolve some long outstanding questions in the area. It follows that all maximal monotone operators are of type FPV and their domains have a convex closure.     

Banach空间中极大单调算子零点的投影算法

本文设计了一种极大单调算子零点的带误差项的新投影迭代算法,并在Banach空间中,利用Lyapunov泛函与广义投影映射等技巧,证明了迭代序列强收敛于极大单调算子零点的结论.     

Graph-distance convergence and uniform local boundedness of monotone mappings

In this article we study graph-distance convergence of monotone operators. First, we prove a property that has been an open problem up to now: the limit of a sequence of graph-distance convergent maximal monotone operators in a Hilbert space is a maximal monotone operator. Next, we show that a sequence of maximal monotone operators converging in the same sense in a reflexive Banach space is uniformly locally bounded around any point from the interior of the domain of the limit mapping. The result is an extension of a similar one from finite dimensions. As an application we give a simplified condition for the stability (under graph-distance convergence) of the sum of maximal monotone mappings in Hilbert spaces.

     

A proximal point method for the sum of maximal monotone operators

In this paper, we concentrate on the maximal inclusion problem of locating the zeros of the sum of maximal monotone operators in the framework of proximal point method. Such problems arise widely in several applied mathematical fields such as signal and image processing. We define two new maximal monotone operators and characterize the solutions of the considered problem via the zeros of the new operators. The maximal monotonicity and resolvent of both of the defined operators are proved and calculated, respectively. The traditional proximal point algorithm can be therefore applied to the considered maximal inclusion problem, and the convergence is ensured. Furthermore, by exploring the relationship between the proposed method and the generalized forward‐backward splitting algorithm, we point out that this algorithm is essentially the proximal point algorithm when the operator corresponding to the forward step is the zero operator. Copyright © 2013 John Wiley & Sons, Ltd.     

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.     

On maximal monotone operators with relatively compact range

It is shown that every maximal monotone operator on a real Banach space with relatively compact range is of type NI. Moreover, if the space has a separable dual space then every maximally monotone operator T can be approximated by a sequence of maximal monotone operators of type NI, which converge to T in a reasonable sense (in the sense of Kuratowski-Painleve convergence).     

Maximal Monotone Operators, Convex Functions and a Special Family of Enlargements

This work establishes new connections between maximal monotone operators and convex functions. Associated to each maximal monotone operator, there is a family of convex functions, each of which characterizes the operator. The basic tool in our analysis is a family of enlargements, recently introduced by Svaiter. This family of convex functions is in a one-to-one relation with a subfamily of these enlargements. We study the family of convex functions, and determine its extremal elements. An operator closely related to the Legendre–Fenchel conjugacy is introduced and we prove that this family of convex functions is invariant under this operator. The particular case in which the operator is a subdifferential of a convex function is discussed.     

Cyclic Hypomonotonicity,Cyclic Submonotonicity,and Integration

Rockafellar has shown that the subdifferentials of convex functions are always cyclically monotone operators. Moreover, maximal cyclically monotone operators are necessarily operators of this type, since one can construct explicitly a convex function, which turns out to be unique up to a constant, whose subdifferential gives back the operator. This result is a cornerstone in convex analysis and relates tightly convexity and monotonicity. In this paper, we establish analogous robust results that relate weak convexity notions to corresponding notions of weak monotonicity, provided one deals with locally Lipschitz functions and locally bounded operators. In particular, the subdifferentials of locally Lipschitz functions that are directionally hypomonotone [respectively, directionally submonotone] enjoy also an additional cyclic strengthening of this notion and in fact are maximal under this new property. Moreover, every maximal cyclically hypomonotone [respectively, maximal cyclically submonotone] operator is always the Clarke subdifferential of some directionally weakly convex [respectively, directionally approximately convex] locally Lipschitz function, unique up to a constant, which in finite dimentions is a lower C² function [respectively, a lower C¹ function].     

On the generalized parallel sum of two maximal monotone operators of Gossez type (D)

The generalized parallel sum of two monotone operators via a linear continuous mapping is defined as the inverse of the sum of the inverse of one of the operators and with inverse of the composition of the second one with the linear continuous mapping. In this article, by assuming that the operators are maximal monotone of Gossez type (D), we provide sufficient conditions of both interiority- and closedness-type for guaranteeing that their generalized sum via a linear continuous mapping is maximal monotone of Gossez type (D), too. This result will follow as a particular instance of a more general one concerning the maximal monotonicity of Gossez type (D) of an extended parallel sum defined for the maximal monotone extensions of the two operators to the corresponding biduals.     

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.      

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.     

Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions

We provide two weakly convergent algorithms for finding a zero of the sum of a maximally monotone operator, a cocoercive operator, and the normal cone to a closed vector subspace of a real Hilbert space. The methods exploit the intrinsic structure of the problem by activating explicitly the cocoercive operator in the first step, and taking advantage of a vector space decomposition in the second step. The second step of the first method is a Douglas–Rachford iteration involving the maximally monotone operator and the normal cone. In the second method, it is a proximal step involving the partial inverse of the maximally monotone operator with respect to the vector subspace. Connections between the proposed methods and other methods in the literature are provided. Applications to monotone inclusions with finitely many maximally monotone operators and optimization problems are examined.     

Monotone Operators Representable by l.s.c. Convex Functions

A theorem due to Fitzpatrick provides a representation of arbitrary maximal monotone operators by convex functions. This paper explores representability of arbitrary (nonnecessarily maximal) monotone operators by convex functions. In the finite-dimensional case, we identify the class of monotone operators that admit a convex representation as the one consisting of intersections of maximal monotone operators and characterize the monotone operators that have a unique maximal monotone extension.Mathematics Subject Classifications (2000) 47H05, 46B99, 47H17.     

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.