Multi-marginal maximal monotonicity and convex analysis

DOI10.1007/S10107-019-01433-9arXiv1901.03777WikidataQ127238462 ScholiaQ127238462MaRDI QIDQ6312367FDOQ6312367

Authors: Sedi Bartz, Heinz H. Bauschke, Hung M. Phan, Xianfu Wang 

Publication date: 11 January 2019

Abstract: Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions of classical monotone operator theory and convex analysis into the multi-marginal setting. We characterize multi-marginal c-monotonicity in terms of classical monotonicity and firmly nonexpansive mappings. We provide Minty type, continuity and conjugacy criteria for multi-marginal maximal monotonicity. We extend the partition of the identity into a sum of firmly nonexpansive mappings and Moreau's decomposition of the quadratic function into envelopes and proximal mappings into the multi-marginal settings. We illustrate our discussion with examples and provide applications for the determination of multi-marginal maximal monotonicity and multi-marginal conjugacy. We also point out several open questions.

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Monotone operators and generalizations (47H05) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Duality theory (optimization) (49N15) Axiomatic and generalized convexity (52A01) Matching models (91B68) Lists of open problems (00A27)

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