Maximality of the sum of a maximally monotone linear relation and a maximally monotone operator

DOI10.1007/S11228-013-0259-YMaRDI QIDQ2436682zbMATH OpenOpenAlexFDO

Authors Liangjin Yao, Jonathan M. Borwein

Publication date 25 February 2014

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.4266

zbMATH Keywords

constraint qualificationconvex setFitzpatrick functionlinear relationmaximally monotone operatormonotone operatormonotone operator of type (FPV)multifunctionnormal cone operatorRockafellar's sum theoremset-valued operator

Mathematics Subject Classification ID

Linear relations (multivalued linear operators) (47A06) Positive linear operators and order-bounded operators (47B65) Monotone operators and generalizations (47H05) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Convex programming (90C25)

Abstract: The most famous open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that Rockafellar's constraint qualification holds. In this paper, we prove the maximal monotonicity of $A+B$ provided that $A,B$ are maximally monotone and $A$ is a linear relation, as soon as Rockafellar's constraint qualification holds: $domAcapintedomBeqvarnothing$. Moreover, $A+B$ is of type (FPV).

Review text

Let \(X\) be a real Banach space and \(X^*\) denote the continuous dual such that \((X,X^*)\) forms a dual pair. Let \(A\) be a set valued operator from \(X\) into \(X^*\) (meaning that \(Ax \subseteq X^*\) for all \(x \in X\)). Let \(\mathrm{gra}~ A=\{(x,x^*) \in X \times X^*:x^* \in Ax\}\) be the graph of \(A\). \(A\) is said to be monotone if \(\langle x-y,x^*-y^*\rangle \geq 0\) for all \((x,x^*) \in \mathrm{gra}~ A\) and for all \((y,y^*) \in \mathrm{gra}~ A\). A monotone \(A\) is said to be maximally monotone if \(A\) has no proper monotone extension in the sense of graph inclusion. Finally, \(A\) is called a linear relation if \(\mathrm{gra}~A\) is a subspace. Let \(A,B\) be maximally monotone operators. Then the sum \(A+B\) is monotone. Rockafellar's sum theorem states that, if \(X\) is a reflexive space, \(A,B\) are maximally monotone and \(\mathrm{dom}~A \cap \mathrm{int}~\mathrm{dom}~B\) is nonempty, then \(A+B\) is maximally monotone. Here, \(\mathrm{dom}~A=\{x \in X: Ax \neq \emptyset\}\) is the domain of \(A\) and \( \mathrm{int}~C\) denotes the topological interior of \(C\). One of the most important problems in monotone operator theory called the sum problem concerns the maximal monotonicity of the sum of two maximally monotone operators in general Banach spaces. In this interesting article, the authors show that if \(A\) is a maximally monotone linear relation, \(B\) is maximally monotone and \(\mathrm{dom}~A \cap \mathrm{int}~\mathrm{dom}~B\) is nonempty, then \(A+B\) is maximally monotone.

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Cited in

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