Proposition 2.8(i) — is a closed convex subset of
ProvedMonoSkew.Main.proposition_2_8_idualitymonotone-operatorsp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1primal-dual
In the setting of Problems 1.1 and 1.2 (, maximally monotone, bounded linear, , , and as in (1.8) on ), the set
is a closed convex subset of , where and are the solution sets of the primal inclusion (1.2) and the dual inclusion (1.3).
Thus every zero of the monotone+skew operator yields a primal solution and a dual solution at once.
Formalization Note "Closed" is in the norm topology of = WithLp 2 (H × G); "subset of " is stated componentwise: every has and .
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 2.8(i) (p. 8): in the setting of Problems 1.1 and 1.2, `zer(M + S)` is a closed
convex subset of `𝒫 × 𝒟`. -/
theorem proposition_2_8_i {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) :
IsClosed (zer (addSingle (opM A B z r) (opS L))) ∧
Convex ℝ (zer (addSingle (opM A B z r) (opS L))) ∧
∀ p ∈ zer (addSingle (opM A B z r) (opS L)),
p.fst ∈ primalSet A B L z r ∧ p.snd ∈ dualSet A B L z r := 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 2.8(i)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.