Proposition 2.7(i)–(iii) — and are maximally monotone; is bounded, skew, with
ProvedMonoSkew.Main.proposition_2_7_i_iiimaximal-monotonicitymonotone-operatorsp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1primal-dual
Let , be real Hilbert spaces, let and be maximally monotone, let be bounded linear, let and , and on let
Then:
- is maximally monotone;
- is a bounded linear operator on , , and ;
- is maximally monotone.
These facts make Problem 1.2, , an instance of the monotone inclusion solved by the forward–backward–forward method, with the Lipschitz constant for .
Formalization Note "" is encoded as the existence of a continuous linear operator on that agrees with pointwise; and are then statements about the adjoint and the operator norm of . is WithLp 2 (H × G). The hypotheses of Problem 1.1 (both operators maximally monotone) are kept in full.
Preamble
import Mathlib import Definitions.Def_ThreeOpSplitting_Convergence_MonotoneOperators import Definitions.Def_ThreeOpSplitting_Convergence_WeakConvergence import Definitions.Def_DouglasRachfordPPA_GenDR_Operators import Definitions.Def_MonoSkew_Main_Basic open InnerProductSpace Filter Topology open ThreeOpSplitting.Convergence DouglasRachfordPPA.GenDR
Formal statement
namespace MonoSkew.Main
/-- Proposition 2.7(i)–(iii) (p. 8): in the setting of Problems 1.1 and 1.2, `M` is maximally
monotone; `S` is a bounded linear operator on `𝒦` with `S* = −S` and `‖S‖ = ‖L‖`; and
`M + S` is maximally monotone. -/
theorem proposition_2_7_i_iii {H G : Type*}
[NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
[NormedAddCommGroup G] [InnerProductSpace ℝ G] [CompleteSpace G]
(A : H → Set H) (B : G → Set G) (hA : IsMaximalMonotone A) (hB : IsMaximalMonotone B)
(L : H →L[ℝ] G) (z : H) (r : G) :
IsMaximalMonotone (opM A B z r) ∧
(∃ T : K H G →L[ℝ] K H G, (∀ p, T p = opS L p) ∧
ContinuousLinearMap.adjoint T = -T ∧ ‖T‖ = ‖L‖) ∧
IsMaximalMonotone (addSingle (opM A B z r) (opS L)) := by sorry
end MonoSkew.Main
Source
Briceño-Arias and Combettes, A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality, arXiv:1011.5517v1, p. 8, Proposition 2.7(i)–(iii)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.