Abstract Finite Cartesian products of operators play a central role in monotone operator theory and its applications. Extending such products to arbitrary families of operators acting on different Hilbert spaces is an open problem, which we address by introducing the Hilbert direct integral of a family of monotone operators. The properties of this construct are studied, and conditions under which the direct integral inherits the properties of the factor operators are provided. The question of determining whether the Hilbert direct integral of a family of subdifferentials of convex functions is itself a subdifferential leads us to introducing the Hilbert direct integral of a family of functions. We establish explicit expressions for evaluating the Legendre conjugate, subdifferential, recession function, Moreau envelope, and proximity operator of such integrals. Next, we propose a duality framework for monotone inclusion problems involving integrals of linearly composed monotone operators and show its pertinence toward the development of numerical solution methods. Applications to inclusion and variational problems are discussed.
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The geometry of monotone operator splitting methods
We propose a geometric framework to describe and analyse a wide array of operator splitting methods for solving monotone inclusion problems. The initial inclusion problem, which typically involves several operators combined through monotonicity-preserving operations, is seldom solvable in its original form. We embed it in an auxiliary space, where it is associated with a surrogate monotone inclusion problem with a more tractable structure and which allows for easy recovery of solutions to the initial problem. The surrogate problem is solved by successive projections onto half-spaces containing its solution set. The outer approximation half-spaces are constructed by using the individual operators present in the model separately. This geometric framework is shown to encompass traditional methods as well as state-of-the-art asynchronous block-iterative algorithms, and its flexible structure provides a pattern to design new ones.
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- Award ID(s):
- 2211123
- PAR ID:
- 10594901
- Publisher / Repository:
- Acta Numerica
- Date Published:
- Journal Name:
- Acta Numerica
- Volume:
- 33
- ISSN:
- 0962-4929
- Page Range / eLocation ID:
- 487 to 632
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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