Firmly nonexpansive mapping Created 2026-09-28 Updated 2026-10-14
A mapping 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.
Line criterion for a monotone operator 2026-10-31
A map on a real Banach space is a monotone operator exactly when the displayed scalar function is nondecreasing on for every . Applying operator monotonicity to and , , gives . Conversely take , and compare the endpoints to recover . No continuity or differentiation of is needed.
Maximal monotone operator 2026-10-06
A monotone operator is maximal when its graph has no proper enlargement that is still monotone. In Euclidean or Hilbert space, its resolvent of a monotone operator is single-valued and everywhere defined for every positive step. Subdifferentials of proper lower semicontinuous convex functions are fundamental examples.
Minty's lemma Created 2026-10-25 Updated 2026-10-31
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 .
Monotonicity of a convex subdifferential 2026-10-06
Adding the two subgradient inequalities for and givesThus the subdifferential is a monotone operator. This inequality proves uniqueness of its resolvent: two solutions of must coincide when .
Nonlinear coercive operator 2026-10-31
For a map on a subset of a real Banach space, coercivity with respect to means the displayed limit as and . Here the brackets denote the dual pairing. This growth condition is useful in existence theorems for monotone operators. A linear Hilbert-space estimate , , implies the condition at zero. Monotonicity alone does not: the zero operator is monotone and fails this growth condition on an unbounded space.
Operator monotonicity 2026-10-25
For a real Banach space , a map has operator monotonicity when for all . This is the monotone operator property, with the pairing between and its continuous dual space . In a Hilbert space one can identify that pairing with the inner product.
Using the dual pairing, a monotone operator satisfies for all . It is a strongly monotone operator if some givesA nonlinear coercive operator with respect to satisfies as in .
Strong monotonicity, with , givesAfter division, the lower bound is , proving coercivity. Reflexivity and separability are not needed for this particular estimate.
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.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 2 a Solution Created 2026-09-28 Updated 2026-10-03
The first-order subgradient inequality for a differentiable convex function givesand, after interchanging and ,Adding and rearranging yieldsThus the gradient is a monotone operator.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 2 b Solution 2026-09-28
A map is firmly nonexpansive in the -inner product whenPut and . The two implicit equations giveBecause is a monotone operator,Thereforewhich is precisely firm nonexpansiveness. In particular, the preconditioned proximal point algorithm map is nonexpansive in the norm induced by the positive-definite matrix .
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 2 c Solution 2026-09-28
Use the sign conventionfor the Lagrangian function in constrained optimization. The Lagrangian dual problem iswhere 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 and , 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 is a monotone operator.
Using the dual pairing, monotonicity meansStrict monotonicity requires strict positivity whenever . Coercivity with respect to zero, in the growth sense used for monotone-operator existence theory, meansThis is a condition on all sequences escaping to infinity, not just each fixed direction with a bound depending on that direction. Strict monotonicity concerns pairs of distinct arguments; it does not by itself imply this uniform large-norm growth.
Using the dual pairing between and , a monotone operator satisfiesA nonlinear coercive operator with respect to satisfiesThe directional derivative is , when this finite limit exists through admissible points. At a boundary point of only an inward direction may be admissible; then one uses the corresponding one-sided limit.
If is monotone and , apply its defining inequality at and . It becomes , so is nondecreasing. Conversely choose , . Nondecrease from zero to one gives . This proves the line criterion for a monotone operator.
The graph area functional is finite on , since and has finite volume. For , , the difference quotient of is bounded in absolute value by . This is integrable by the Cauchy-Schwarz inequality. The dominated convergence theorem therefore givesThis defines a bounded linear functional of , since .
For the Jacobian matrix isThe inequality follows from the Cauchy-Schwarz inequality. Integrating this derivative along the segment between any two gradients shows . Integrating over proves that is a monotone operator.
Proximal point algorithm 2026-09-28
The proximal point algorithm seeks a zero of a monotone operator by repeatedly applying its resolvent:For , this is iteration of a proximal operator.