Minty's lemma 2026-10-25
For a monotone operator on a nonempty convex set in a real Banach space, assume hemicontinuity. Then solves for every if and only if for every . The quantifier applies to the entire inequality on each side.
The forward implication is operator monotonicity. For the reverse implication, choose with and . Divide the assumed inequality by and pass to using hemicontinuity; the result is . For , applying this to shows that is equivalent to for every .
A useful form of Minty's lemma is the following. Let be a real Banach space, a nonempty convex set, and a monotone operator that is hemicontinuous. Here operator monotonicity means for , and hemicontinuity means that is continuous on for and . For ,The forward implication follows from operator monotonicity:For the reverse implication, fix and take for . The assumed inequality givesDivide by and send . Hemicontinuity gives , as required.
In the whole-space version, for a monotone operator that is hemicontinuous,Apply the just-proved result to and ; the resulting inequality for all forces by choosing . This is the variational inequality form of Minty's lemma.