The asymptotic behavior of the composition of two resolvents
dualityfirmly nonexpansive operatorgradient projection methodHilbert spacemonotone inclusionmonotone operatorproximal iterationresolvent
Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Equations involving nonlinear operators (general) (47J05) Iterative procedures involving nonlinear operators (47J25) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Variational inequalities (49J40) Convex programming (90C25)
Let \(A\) and \(B\) be two maximal monotone operators from a Hilbert space \({\mathcal H}\) to \(2^{{\mathcal H}}\) with resolvents \(J_{A}\) and \(J_{B},\) respectively, and let \(\gamma\in ]0,\infty[.\) The paper under review is concerned with the inclusion problem \[ \text{find } (x,y)\in {\mathcal H}^{2} \text{ such that }(0,0)\in (\text{Id}-R+\gamma(A\times B))(x,y),\tag{1} \] and its dual \[ \text{find }(x^{*},y^{*})\in {\mathcal H}^{2} \text{ such that } (0,0)\in ((\text{Id}-R)^{-1}+ (A^{-1}\times B^{-1})\circ (\text{Id}/\gamma))(x^{*},y^{*}).\tag{2} \] Connections are made between the solutions of (1) and (2). The applications provided include variational inequalities, the problem of finding cycles for inconsistent feasibility problems, a study of an alternating minimization procedure and a new proof of von Neumann's classical result on the method of alternating projections.
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