Proposition 2.8(ii)–(vi) — solvability of the primal, the dual and the monotone+skew problems are equivalent
ProvedMonoSkew.Main.proposition_2_8_ii_vidualitymonotone-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)), the following are equivalent:
- (ii) ;
- (iii) ;
- (iv) ;
- (v) ;
- (vi) .
In particular the primal problem (1.2) has a solution exactly when the dual problem (1.3) has one, and both are then obtained from the zeros of .
Formalization Note The five conditions form a List.TFAE. With the definitions of the mission, (ii)⇔(iii) and (v)⇔(vi) hold by unfolding (the paper calls them "clear"); the content is (iii)⇔(iv)⇔(v). The ranges are written as "there is a point whose image contains the value".
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(ii)–(vi) (pp. 8–9): in the setting of Problems 1.1 and 1.2, the following are
equivalent: (ii) `z ∈ ran(A + L* ∘ B ∘ (L · − r))`; (iii) `𝒫 ≠ ∅`; (iv) `zer(M + S) ≠ ∅`;
(v) `𝒟 ≠ ∅`; (vi) `−r ∈ ran(−L ∘ A⁻¹ ∘ (z − L*·) + B⁻¹)`. -/
theorem proposition_2_8_ii_vi {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) :
List.TFAE
[∃ x, z ∈ primalOp A B L r x,
(primalSet A B L z r).Nonempty,
(zer (addSingle (opM A B z r) (opS L))).Nonempty,
(dualSet A B L z r).Nonempty,
∃ v, -r ∈ dualOp A B L z v] := by sorry
end MonoSkew.Main
Source
Briceño-Arias and Combettes, A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality, arXiv:1011.5517v1, pp. 8–9, Proposition 2.8(ii)–(vi)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.