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.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 65 3 a Solution Created 2026-10-03 Updated 2026-10-06
For a step size , define the set-valued mapsThe forward subgradient step maps to the set . If is differentiable this is the explicit gradient step . The backward subgradient step consists of the satisfying , an implicit step for the subgradient flow. It is the resolvent of a monotone operator associated with .
Suppose . Then . The two defining subgradient inequalities areTheir sum proves monotonicity of a convex subdifferential, . But , soConvexity supplies the subgradient inequalities and monotonicity; membership in the subdifferential ensures the two function values are finite, so subtraction is legitimate. Positivity of supplies the decisive sign. Properness rules out the identically infinite and negative-infinity pathologies in the overall setting, but lower semicontinuity is not needed for this at-most-one argument. Its role is in existence, proved next. The backward step cannot have two values, though uniqueness alone has not yet shown its domain is all of .
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 1 iii Solution Created 2026-10-03 Updated 2026-10-06
Use the conventionThis proximal map is also the resolvent of a monotone operator . A proper lower semicontinuous convex function has an affine minorant, so the quadratic term makes this minimization coercive and strongly convex. A unique minimizer exists for every . Its subgradient optimality condition isThe Moreau–Yosida regularisation is . The conjugate of an infimal convolution and the quadratic conjugate giveThe factor here is essential. Apply subgradient inversion under convex conjugacy, followed by the subdifferential sum rule with the everywhere differentiable quadratic:The last equivalence is precisely the unique proximal minimization condition. ThusThis proves both existence and uniqueness of the subgradient, rather than only identifying a possible element. The finite convex function is therefore differentiable, with , the gradient of a Moreau envelope.
For completeness, monotonicity of applied to the two proximal conditions givesHence is firmly nonexpansive. Expanding the same inequality shows that is firmly nonexpansive too. In particular, is -Lipschitz continuous. None of this requires a bounded effective domain; the result applies to the next example as well.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 326 3 i Solution Created 2026-10-03 Updated 2026-10-06
For a proper convex function that is lower semicontinuous on a Hilbert space, its proximal operator at scale isThe minimizer is unique because the objective is strongly convex; existence follows from the closed proper convex functional and the coercive quadratic, using an affine lower bound. The subgradient optimality condition is , which is exactly the displayed resolvent of a monotone operator relation. Setting gives the unscaled proximity or resolvent operator requested here. This is a nonlinear resolvent of the subdifferential, distinct from the spectral resolvent of a linear operator.