Generalized Solutions for the Sum of Two Maximally Monotone Operators

DOI10.1137/130924214zbMATH Open1297.47055arXiv1306.1771OpenAlexW1974036004MaRDI QIDQ5494907FDOQ5494907

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

Publication date: 30 July 2014

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

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.

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)

Cited In (19)

• On the minimal displacement vector of compositions and convex combinations of nonexpansive mappings
• Douglas-Rachford splitting and ADMM for pathological convex optimization
• The forward-backward algorithm and the normal problem
• The magnitude of the minimal displacement vector for compositions and convex combinations of firmly nonexpansive mappings
• Linear and strong convergence of algorithms involving averaged nonexpansive operators
• On the Douglas-Rachford algorithm
• Maximality theorems on the sum of two maximal monotone operators and application to variational inequality problems
• SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
• Strengthened splitting methods for computing resolvents
• The Douglas-Rachford algorithm for two (not necessarily intersecting) affine subspaces
• On the Range of the Douglas–Rachford Operator
• Optimal Control Duality and the Douglas–Rachford Algorithm
• Title not available (Why is that?)
• Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm
• Infeasible and critically feasible optimal control
• Partial regularization of the sum of two maximal monotone operators
• A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs
• Directional asymptotics of Fejér monotone sequences
• On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint

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