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A maximal-monotone resolvent is everywhere-defined and firmly nonexpansive
Statement
Let be maximal monotone on and let . For every there is a unique with . Thus the resolvent from Resolvent of a monotone relation is an everywhere-defined map and, for all , This is firm nonexpansiveness; it also implies the map is 1-Lipschitz.
Facts & Assumptions
Given: A maximal-monotone relation and .
The relation is maximal monotone and .
Monotone and maximal-monotone relations on Euclidean space: monotonicity means for graph pairs, and maximality excludes any proper monotone graph extension.
Resolvent of a monotone relation: iff for some .
One-point extension of a nonexpansive map in finite dimensions: a 1-Lipschitz map on any subset of admits a value at each added point satisfying all 1-Lipschitz inequalities.
Proof
Transform every graph pair into and . If two graph pairs are used, then because the difference of the right and left sides is by [F1]. Also, if , this inequality forces . Thus the rule is a well-defined 1-Lipschitz map on its range .
Fix arbitrary . By [F3], extend at by some satisfying for every . Set and . Expanding the squared inequality shows for every graph pair, so adjoining preserves monotonicity. By maximality in [F1], it already belongs to . Hence , proving existence. This also covers an initially empty graph: [F3] gives the extension and maximality rules out the empty graph.
If both satisfy and , monotonicity gives . Thus , so the resolvent is single-valued.
For inputs , write , . Monotonicity applied to and gives Cauchy–Schwarz [F4] then gives when , and the inequality is immediate when . This proves firm nonexpansiveness and the Lipschitz consequence.
Depends on
- Monotone and maximal-monotone relations on Euclidean space
- Resolvent of a monotone relation
- One-point extension of a nonexpansive map in finite dimensions
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
Dependency tree · two levels
21 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, Theorem 2 and §2 (standard reference, not scraped)
- Neal Parikh and Stephen Boyd, Proximal Algorithms, §4.4 (standard reference, not scraped)