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The convex normal-cone operator is maximal monotone and its resolvent is projection
Statement
Let be nonempty, closed, and convex, and let have the convention of Projected contact dynamics and explicit projection Euler step. In dimension , interpret this convention directly as , , and . An operator is monotone if for all and ; it is maximal monotone if its graph has no proper monotone graph extension. Then is maximal monotone. For every and , there is a unique with , and that point is . Equivalently, .
Facts & Assumptions
Given: The set and normal-cone convention in the Statement, and a scalar .
Scaled KKT residual and convex normal cone and Projected contact dynamics and explicit projection Euler step: for , ; outside , the operator is empty.
Extended-real indicator of a set: is on and outside .
Subdifferentials of proper extended-real convex functions: for proper convex and , means for every ; if , then .
Existence, resolvent characterization, and firm nonexpansiveness of the proximal map: for proper closed convex and , iff .
The proximal map of an indicator is Euclidean projection: the indicator of this nonempty closed convex set is proper, closed, and convex, and , the unique nearest point.
Proof
Let and . Testing the definition in [F1] with and gives and . Adding and changing signs yields . Thus is monotone.
The indicator is proper, closed, and convex by [F5], and its domain is by [F2]. At , [F2]–[F3] show exactly when for every ; inequalities for are automatic because . At , both and are empty. Hence .
Given any , put by [F5]. By [F4] and step 1.2, , so . If also , monotonicity [step 1.1] gives , hence . Therefore the resolvent exists uniquely at every and equals .
Suppose is monotonically related to the graph of , so for every . Apply step 2.1 to to obtain and . Then , and the relation gives . Thus and , so already lies in the graph. Every monotone extension adds no point; is maximal monotone.
Depends on
- Projected contact dynamics and explicit projection Euler step
- Scaled KKT residual and convex normal cone
- Extended-real indicator of a set
- Subdifferentials of proper extended-real convex functions
- Existence, resolvent characterization, and firm nonexpansiveness of the proximal map
- The proximal map of an indicator is Euclidean projection
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
Used by
Dependency tree · two levels
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Sources
- David E. Stewart, Dynamics with Inequalities: Impacts and Hard Constraints (standard reference, not scraped)
- Dimitri P. Bertsekas, 6.253 Convex Analysis and Optimization, Complete Lecture Notes (standard reference, not scraped)