Generalized solutions for the sum of two maximally monotone operators

DOI10.1137/130924214MaRDI QIDQ5494907zbMATH OpenOpenAlexFDO

Authors Heinz H. Bauschke, Walaa M. Moursi, Warren L. Hare

Publication date 30 July 2014

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.1771

zbMATH Keywords

resolventgeneralized solutionmaximally monotone operatorDouglas-Rachford splitting operatorfirmly nonexpansive mappingAttouch-Théra duality

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Decomposition methods (49M27) Duality theory (optimization) (49N15)

Abstract: A common theme in mathematics is to define generalized solutions to deal with problems that potentially do not have solutions. A classical example is the introduction of least squares solutions via the normal equations associated with a possibly infeasible system of linear equations. In this paper, we introduce a "normal problem" associated with finding a zero of the sum of two maximally monotone operators. If the original problem admits solutions, then the normal problem returns this same set of solutions. The normal problem may yield solutions when the original problem does not admit any; furthermore, it has attractive variational and duality properties. Several examples illustrate our theory.

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