General Resolvents for Monotone Operators: Characterization and Extension

TL;DR

This paper develops a unified framework for resolvents of monotone operators in Hilbert spaces, encompassing classical and generalized resolvents, and provides new extension results for firmly nonexpansive mappings.

Contribution

It introduces a comprehensive framework that characterizes and extends resolvents of monotone operators, including new classes based on duality, Bregman distances, and rotators.

Findings

Unified framework for various resolvent classes

Characterization of firmly nonexpansive mappings as resolvents

Constructive extension results for generalized mappings

Abstract

Monotone operators, especially in the form of subdifferential operators, are of basic importance in optimization. It is well known since Minty, Rockafellar, and Bertsekas-Eckstein that in Hilbert space, monotone operators can be understood and analyzed from the alternative viewpoint of firmly nonexpansive mappings, which were found to be precisely the resolvents of monotone operators. For example, the proximal mappings in the sense of Moreau are precisely the resolvents of subdifferential operators. More general notions of "resolvent", "proximal mapping" and "firmly nonexpansive" have been studied. One important class, popularized chiefly by Alber and by Kohsaka and Takahashi, is based on the normalized duality mapping. Furthermore, Censor and Lent pioneered the use of the gradient of a well behaved convex functions in a Bregman-distance based framework. It is known that resolvents are firmly nonexpansive, but the converse has been an open problem for the latter framework. In this note, we build on the very recent characterization of maximal monotonicity due to Martinez-Legaz to provide a framework for studying resolvents in which firmly nonexpansive mappings are always resolvents. This framework includes classical resolvents, resolvents based on the normalized duality mapping, resolvents based on Bregman distances, and even resolvents based on (nonsymmetric) rotators. As a by-product of recent work on the proximal average, we obtain a constructive Kirszbraun-Valentine extension result for generalized firmly nonexpansive mappings. Several examples illustrate our results.