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

Attouch-Théra dualityDouglas-Rachford splitting operatorfirmly nonexpansive mappinggeneralized solutionmaximally monotone operatorresolvent

Mathematics Subject Classification ID

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

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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(21)

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• The forward-backward algorithm and the normal problem
• The magnitude of the minimal displacement vector for compositions and convex combinations of firmly nonexpansive mappings
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• Douglas-Rachford splitting and ADMM for pathological convex optimization
• A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs
• On the Douglas-Rachford algorithm
• Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm
• Directional asymptotics of Fejér monotone sequences
• The Douglas-Rachford algorithm for two (not necessarily intersecting) affine subspaces
• On the range of the Douglas-Rachford operator
• Linear and strong convergence of algorithms involving averaged nonexpansive operators
• Partial regularization of the sum of two maximal monotone operators
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• SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
• Optimal Control Duality and the Douglas–Rachford Algorithm
• Infeasible and critically feasible optimal control
• Coordinate-update algorithms can efficiently detect infeasible optimization problems
• The range of the Douglas-Rachford operator in infinite-dimensional Hilbert spaces
• On the minimal displacement vector of compositions and convex combinations of nonexpansive mappings

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