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The Douglas–Rachford fixed-point map is firmly nonexpansive
Statement
For maximal-monotone and , let Then is firmly nonexpansive:
Facts & Assumptions
Given: Maximal-monotone , , and .
Both relations are maximal monotone, , and the inputs lie in .
Douglas–Rachford splitting for two maximal-monotone relations: the update map is .
A maximal-monotone resolvent is everywhere-defined and firmly nonexpansive: each resolvent obeys .
Proof
For any firmly nonexpansive , its reflector is nonexpansive: with and , [F2] gives Thus is nonexpansive because it is a composition of two nonexpansive maps.
Expanding the reflectors gives . For and , nonexpansiveness gives , and is equivalent after multiplying by and cancelling common terms to . This is the firm inequality for .
Depends on
Used by
Dependency tree · two levels
6 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Jonathan Eckstein and Dimitri P. Bertsekas, On the Douglas–Rachford splitting method and the proximal point algorithm for maximal monotone operators, §4 (standard reference, not scraped)
- Neal Parikh and Stephen Boyd, Proximal Algorithms, §4.4 (standard reference, not scraped)