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A mapping $T$ on an inner-product space is firmly nonexpansive whenEvery firmly nonexpansive mapping is nonexpansive, and the resolvent of a maximal monotone operator is firmly nonexpansive.

The first-order subgradient inequality for a differentiable convex function givesand, after interchanging $v$ and $w$,Adding and rearranging yieldsThus the gradient $F=\nabla f$ is a monotone operator.

If $T(w)=w$, the defining equation becomes $M(w)+F(w)=M(w)$, so $\boxed{F(w)=0}$.

A map is firmly nonexpansive in the $M$-inner product whenPut $p=T(v)$ and $q=T(w)$. The two implicit equations giveBecause $F$ is a monotone operator,Thereforewhich is precisely firm nonexpansiveness. In particular, the preconditioned proximal point algorithm map $T=(M+F{)}^{-1}M$ is nonexpansive in the norm induced by the positive-definite matrix $M$.

Use the sign conventionfor the Lagrangian function in constrained optimization. The Lagrangian dual problem iswhere $f^{\ast }$ is the convex conjugate. For this convex problem with affine equality constraints, the stationarity and feasibility parts of the Karush-Kuhn-Tucker conditions areThey say exactly that the displayed operator satisfiesThus its zeros are precisely the primal-dual optimal points, subject to the usual attainment assumptions.

For $u=(x,z)$ and $\tilde{u}=(y,s)$, the Euclidean inner product givesThe last two terms cancel by the defining property of the matrix transpose, and the first is nonnegative by part a. Hence $F$ is a monotone operator.

Given a positive-definite matrix $M$, the preconditioned proximal point map isIt is firmly nonexpansive in the weighted inner product $⟨v,w{⟩}_M=⟨v,Mw⟩$ whenever $F$ is monotone.

The proximal point algorithm seeks a zero of a monotone operator $F$ by repeatedly applying its resolvent:For $F=\partial f$, this is iteration of a proximal operator.