Proposition 2.7(iv) —
ProvedMonoSkew.Main.proposition_2_7_ivmonotone-operatorsp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1primal-dualresolvent
In the setting of Problems 1.1 and 1.2 (, maximally monotone, bounded linear, , , and on ), for every , every and every ,
This identity shows that the backward step of the forward–backward–forward method on splits into a resolvent of and a resolvent of , computed in parallel.
Formalization Note Resolvents are given maps with the resolvent property: is a resolvent of if for all . The statement says: if is a resolvent of and a resolvent of , then is a resolvent of . Since is maximally monotone (Proposition 2.7(i)), its resolvent is unique, so this is the paper's equality.
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(iv) (p. 8): for every `γ > 0`,
`J_{γM}(x, v) = (J_{γA}(x + γz), J_{γB⁻¹}(v − γr))`, stated as: if `JA` is the resolvent of
`γA` and `JBi` the resolvent of `γB⁻¹`, then the map
`(x, v) ↦ (JA(x + γz), JBi(v − γr))` is the resolvent of `γM`. -/
theorem proposition_2_7_iv {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)
(γ : ℝ) (hγ : 0 < γ) (JA : H → H) (hJA : IsResolvent γ A JA)
(JBi : G → G) (hJBi : IsResolvent γ (opInv B) JBi) :
IsResolvent γ (opM A B z r)
(fun p : K H G => WithLp.toLp 2 (JA (p.fst + γ • z), JBi (p.snd - γ • 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 2.7(iv)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.