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.     

Global Convergence of a Closed-Loop Regularized Newton Method for Solving Monotone Inclusions in Hilbert Spaces

We analyze the global convergence properties of some variants of regularized continuous Newton methods for convex optimization and monotone inclusions in Hilbert spaces. The regularization term is of Levenberg–Marquardt type and acts in an open-loop or closed-loop form. In the open-loop case the regularization term may be of bounded variation.     

On Diagonal Subdifferential Operators in Nonreflexive Banach Spaces

Consider a real-valued bifunction f defined on C ×C, where C is a closed and convex subset of a Banach space X, which is concave in its first argument and convex in its second one. We study its subdifferential with respect to the second argument, evaluated at pairs of the form (x,x), and the subdifferential of − f with respect to its first argument, evaluated at the same pairs. We prove that if f vanishes whenever both arguments coincide, these operators are maximal monotone, under rather undemanding continuity assumptions on f. We also establish similar results under related assumptions on f, e.g. monotonicity and convexity in the second argument. These results were known for the case in which the Banach space is reflexive and C = X. Here we use a different approach, based upon a recently established sufficient condition for maximal monotonicity of operators, in order to cover the nonreflexive and constrained case (C ≠ X). Our results have consequences in terms of the reformulation of equilibrium problems as variational inequality ones.