An explicit example of a maximal 3-cyclically monotone operator with bizarre properties

Subdifferential operators of proper convex lower semicontinuous functions and, more generally, maximal monotone operators are ubiquitous in optimization and nonsmooth analysis. In between these two classes of operators are the maximal n$n$-cyclically monotone operators. These operators were carefully studied by Asplund, who obtained a complete characterization within the class of positive semidefinite (not necessarily symmetric) matrices, and by Voisei, who presented extension theorems à la Minty.     

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.     

The optimal value and optimal solutions of the proximal average of convex functions

The proximal average of a finite collection of convex functions is a parameterized convex function that provides a continuous transformation between the convex functions in the collection. This paper analyzes the dependence of the optimal value and the minimizers of the proximal average on the weighting parameter. Concavity of the optimal value is established and implies further regularity properties of the optimal value. Boundedness, outer semicontinuity, single-valuedness, continuity, and Lipschitz continuity of the minimizer mapping are concluded under various assumptions. Sharp minimizers are given further attention. Several examples are given to illustrate our results.     

Minimal antiderivatives and monotonicity

We consider settings in convex analysis which give rise to families of convex functions that contain their lower envelope. Given certain partial data regarding a subdifferential, we consider the family of all convex antiderivatives that comply with the given data. We prove that this family is not empty and, in particular, contains a minimal antiderivative under a fairly general assumption on the given data. It turns out that the representation of monotone operators by convex functions fits naturally in these settings. Duality properties of representing functions are also captured by these settings, and the gap between the Fitzpatrick function and the Fitzpatrick family is filled by this broader sense of minimality of the Fitzpatrick function.     

Stable monotone variational inequalities

Variational inequalities associated with monotone operators (possibly nonlinear and multivalued) and convex sets (possibly unbounded) are studied in reflexive Banach spaces. A variety of results are given which relate to a stability concept involving a natural parameter. These include characterizations useful as criteria for stable existence of solutions and also several characterizations of surjectivity. The monotone complementarity problem is covered as a special case, and the results are sharpened for linear monotone complementarity and for generalized linear programming.Sponsored by the United States Army under Contract No. DAAG29-80-C-0041 at the University of Wisconsin - Madison and by the National Science Foundation under Grant No. DMS-8405179 at the University of Illinois at Urbana-Champaign.     

Fitzpatrick functions,cyclic monotonicity and Rockafellar’s antiderivative

Several deeper results on maximal monotone operators have recently found simpler proofs using Fitzpatrick functions. In this paper, we study a sequence of Fitzpatrick functions associated with a monotone operator. The first term of this sequence coincides with the original Fitzpatrick function, and the other terms turn out to be useful for the identification and characterization of cyclic monotonicity properties. It is shown that for any maximal cyclically monotone operator, the pointwise supremum of the sequence of Fitzpatrick functions is closely related to Rockafellar’s antiderivative. Several examples are explicitly computed for the purpose of illustration. In contrast to Rockafellar’s result, a maximal 3-cyclically monotone operator need not be maximal monotone. A simplified proof of Asplund’s observation that the rotation in the Euclidean plane by π/n$\pi /n$ is n$n$-cyclically monotone but not (n+1)$(n+1)$-cyclically monotone is provided. The Fitzpatrick family of the subdifferential operator of a sublinear and of an indicator function is studied in detail. We conclude with a new proof of Moreau’s result concerning the convexity of the set of proximal mappings.     

The maximal monotonicity of the subdifferentials of convex functions: Simons' problem

In the paper we deal with the problem when the graph of the subdifferential operator of a convex lower semicontinuous function has a common point with the product of two convex nonempty weak and weak^* compact sets, i.e. when graph (Q × Q ^*) 0. The results obtained partially solve the problem posed by Simons as well as generalize the Rockafellar Maximal Monotonicity Theorem.     

Systems of first order differential inclusions with maximal monotone terms

In this paper, we establish the existence of solutions to systems of first order differential inclusions with maximal monotone terms satisfying the periodic boundary condition. Our proofs rely on the theory of maximal monotone operators, and the Schauder and the Kakutani fixed point theorems. A notion of solution-tube to these problems is introduced. This notion generalizes the notion of upper and lower solutions of first order differential equations.     

Asymptotic behavior of bounded solutions to a nonhomogeneous second-order evolution equation of monotone type

By using previous results of Djafari Rouhani [B. Djafari Rouhani, Ergodic theorems for nonexpansive sequences in Hilbert spaces and related problems, Ph.D. Thesis, Yale university, 1981, part I, pp. 1-76; B. Djafari Rouhani, Asymptotic behaviour of quasi-autonomous dissipative systems in Hilbert spaces, J. Math. Anal. Appl. 147 (1990) 465-476; B. Djafari Rouhani, Asymptotic behaviour of almost nonexpansive sequences in a Hilbert space, J. Math. Anal. Appl. 151 (1990) 226-235] for dissipative systems, we study the asymptotic behavior of solutions to the following system of second-order nonhomogeneous evolution equations:

     

On maximal element theorems,variants of Ekeland’s variational principle and their applications

In this paper, we establish several different versions of generalized Ekeland’s variational principle and maximal element theorem for τ$\tau$-functions in ?$?$ complete metric spaces. The equivalence relations between maximal element theorems, generalized Ekeland’s variational principle, generalized Caristi’s (common) fixed point theorems and nonconvex maximal element theorems for maps are also proved. Moreover, we obtain some applications to a nonconvex minimax theorem, nonconvex vectorial equilibrium theorems and convergence theorems in complete metric spaces.     

On the convergence of von Neumann''s alternating projection algorithm for two sets

We give several unifying results, interpretations, and examples regarding the convergence of the von Neumann alternating projection algorithm for two arbitrary closed convex nonempty subsets of a Hilbert space. Our research is formulated within the framework of Fejér monotonicity, convex and set-valued analysis. We also discuss the case of finitely many sets.     

Compositions and averages of two resolvents: Relative geometry of fixed points sets and a partial answer to a question by C. Byrne

We show that the set of fixed points of the average of two resolvents can be found from the set of fixed points for compositions of two resolvents associated with scaled monotone operators. Recently, the proximal average has attracted considerable attention in convex analysis. Our results imply that the minimizers of proximal-average functions can be found from the set of fixed points for compositions of two proximal mappings associated with scaled convex functions. When both convex functions in the proximal average are indicator functions of convex sets, least squares solutions can be completely recovered from the limiting cycles given by compositions of two projection mappings. This provides a partial answer to a question posed by C. Byrne. A novelty of our approach is to use the notion of resolvent average and proximal average.     

On mappings covering at a nonlinear rate and their perturbation stability

The present paper contains a study of covering (alias, openness) properties at a nonlinear rate for set-valued mappings between metric spaces. Such study is focussed on the stability of these properties in the presence of perturbations. A crucial result valid for linear openness, known as Milyutin’s theorem, is extended to set-valued mappings covering at a nonlinear rate under possibly non-Lipschitz perturbations. Consequently, a Lyusternik type theorem is derived from such extension and a general penalization principle for constrained optimization problems, which exploits nonlinear covering properties, is presented.     

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Let , where is a random symmetric matrix, a random symmetric matrix, and with being independent real random variables. Suppose that , and are independent. It is proved that the empirical spectral distribution of the eigenvalues of random symmetric matrices converges almost surely to a non-random distribution.     

Strong convergence studied by a hybrid type method for monotone operators in a Banach space

In this paper, we study a strong convergence for monotone operators. We first introduce the hybrid type algorithm for monotone operators. Next, we obtain a strong convergence theorem (Theorem 3.3) for finding a zero point of an inverse-strongly monotone operator in a Banach space. Finally, we apply our convergence theorem to the problem of finding a minimizer of a convex function.     

Strong convergence theorems obtained by a generalized projections hybrid method for families of mappings in Banach spaces

Let C be a nonempty, closed and convex subset of a uniformly convex and smooth Banach space and let {T_n} be a family of mappings of C into itself such that the set of all common fixed points of {T_n} is nonempty. We consider a sequence {x_n} generated by the hybrid method by generalized projection in mathematical programming. We give conditions on {T_n} under which {x_n} converges strongly to a common fixed point of {T_n} and generalize the results given in [12], [14], [13] and [11].     

Polynomiality of monotone Hurwitz numbers in higher genera

Hurwitz numbers count branched covers of the Riemann sphere with specified ramification, or equivalently, transitive permutation factorizations in the symmetric group with specified cycle types. Monotone Hurwitz numbers count a restricted subset of these branched covers, related to the expansion of complete symmetric functions in the Jucys–Murphy elements, and have arisen in recent work on the asymptotic expansion of the Harish-Chandra–Itzykson–Zuber integral. In previous work we gave an explicit formula for monotone Hurwitz numbers in genus zero. In this paper we consider monotone Hurwitz numbers in higher genera, and prove a number of results that are reminiscent of those for classical Hurwitz numbers. These include an explicit formula for monotone Hurwitz numbers in genus one, and an explicit form for the generating function in arbitrary positive genus. From the form of the generating function we are able to prove that monotone Hurwitz numbers exhibit a polynomiality that is reminiscent of that for the classical Hurwitz numbers, i.e.  , up to a specified combinatorial factor, the monotone Hurwitz number in genus g$g$ with ramification specified by a given partition is a polynomial indexed by g$g$ in the parts of the partition.     

Abstract convex optimal antiderivatives

Having studied families of antiderivatives and their envelopes in the setting of classical convex analysis, we now extend and apply these notions and results in settings of abstract convex analysis. Given partial data regarding a c-subdifferential, we consider the set of all c-convex c-antiderivatives that comply with the given data. Under a certain assumption, this set is not empty and contains both its lower and upper envelopes. We represent these optimal antiderivatives by explicit formulae. Some well known functions are, in fact, optimal c-convex c-antiderivatives. In one application, we point out a natural minimality property of the Fitzpatrick function of a c-monotone mapping, namely that it is a minimal antiderivative. In another application, in metric spaces, a constrained Lipschitz extension problem fits naturally the convexity notions we discuss here. It turns out that the optimal Lipschitz extensions are precisely the optimal antiderivatives. This approach yields explicit formulae for these extensions, the most particular case of which recovers the well known extensions due to McShane and Whitney.     

Hölder continuous solutions for integro-differential equations and maximal regularity

We characterize existence and uniqueness of solutions for a linear integro-differential equation in Hölder spaces. Our method is based on operator-valued Fourier multipliers. The solutions we consider may be unbounded. Concrete equations of the type we study arise in the modeling of heat conduction in materials with memory.     

Equivalent conditions for generalized contractions on (ordered) metric spaces

We establish a geometric lemma giving a list of equivalent conditions for some subsets of the plane. As its application, we get that various contractive conditions using the so-called altering distance functions coincide with classical ones. We consider several classes of mappings both on metric spaces and ordered metric spaces. In particular, we show that unexpectedly, some very recent fixed point theorems for generalized contractions on ordered metric spaces obtained by Harjani and Sadarangani [J. Harjani, K. Sadarangani, Generalized contractions in partially ordered metric spaces and applications to ordinary differential equations, Nonlinear Anal. 72 (2010) 1188-1197], and Amini-Harandi and Emami [A. Amini-Harandi, H. Emami A fixed point theorem for contraction type maps in partially ordered metric spaces and application to ordinary differential equations, Nonlinear Anal. 72 (2010) 2238-2242] do follow from an earlier result of O’Regan and Petru?el [D. O’Regan and A. Petru?el, Fixed point theorems for generalized contractions in ordered metric spaces, J. Math. Anal. Appl. 341 (2008) 1241-1252].