Symbolic computation with monotone operators
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Publication:6284446
DOI10.1007/S11228-017-0418-7arXiv1703.05946MaRDI QIDQ6284446FDOQ6284446
Authors: Florian Lauster, D. Russell Luke, Matthew K. Tam 
Publication date: 17 March 2017
Abstract: We consider a class of monotone operators which are appropriate for symbolic representation and manipulation within a computer algebra system. Various structural properties of the class (e.g., closure under taking inverses, resolvents) are investigated as well as the role played by maximal monotonicity within the class. In particular, we show that there is a natural correspondence between our class of monotone operators and the subdifferentials of convex functions belonging to a class of convex functions deemed suitable for symbolic computation of Fenchel conjugates which were previously studied by Bauschke & von Mohrenschildt and by Borwein & Hamilton. A number of illustrative examples utilizing the introduced class of operators are provided including computation of proximity operators, recovery of a convex penalty function associated with the hard thresholding operator, and computation of superexpectations, superdistributions and superquantiles with specialization to risk measures.
Symbolic computation and algebraic computation (68W30) Monotone operators and generalizations (47H05) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
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