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Firmly nonexpansive mappings and 1 maximally monotone operators: 1 0 correspondence and duality 2 n a J 4 2 Heinz H. Bauschke,∗ Sarah M. Moffat,† and Xianfu Wang‡ ] A January 24, 2011 F . h t a m [ Abstract 1 v 8 Thenotionofafirmlynonexpansivemappingiscentralinfixedpointtheorybecause 8 ofattractiveconvergencepropertiesforiteratesandthecorrespondencewithmaximal 6 4 monotone operators due to Minty. In this paper, we systematically analyze the rela- 1. tionship between properties of firmly nonexpansive mappings and associated maxi- 0 malmonotoneoperators. Dualandself-dualpropertiesarealsoidentified. Theresults 1 areillustratedthroughseveralexamples. 1 : v i X 2010 Mathematics Subject Classification: Primary 47H05, 47H09; Secondary 26B25, 52A41, r 90C25. a Keywords: Banach contraction, convex function, firmly nonexpansive mapping, fixed point, Hilbert space, Legendre function, maximal monotone operator, nonexpansive mapping, para- monotone,proximalmap,rectangular,resolvent,subdifferentialoperator. Mathematics,IrvingK.BarberSchool,UBCOkanagan,Kelowna,BritishColumbiaV1V1V7,Canada. ∗ E-mail: [email protected]. †Mathematics,IrvingK.BarberSchool,UBCOkanagan,Kelowna,BritishColumbiaV1V1V7,Canada. E-mail: [email protected]. ‡Mathematics,IrvingK.BarberSchool,UBCOkanagan,Kelowna,BritishColumbiaV1V1V7,Canada. E-mail: [email protected]. 1 1 Introduction Throughout thispaper, (1) X isa real Hilbertspace with innerproduct , and inducednorm . h· ·i k·k Recall thata mapping (2) T: X X → is firmlynonexpansive if (3) ( x X)( y X) Tx Ty 2 + (Id T)x (Id T)y 2 x y 2, ∀ ∈ ∀ ∈ k − k k − − − k ≤ k − k where Id: X X: x x denotes the identity operator. It is clear that if T is firmly → 7→ nonexpansive, then itisnonexpansive, i.e.,Lipschitz continuous with constant 1, (4) ( x X)( y X) Tx Ty x y ; ∀ ∈ ∀ ∈ k − k ≤ k − k the converse, however, is false (consider Id). When T is Lipschitz continuous with a − constant in [0,1[, then we shall referto T asa Banach contraction. Returningtofirmlynonexpansive mappings,letusprovide ausefullistofwell-known characterizations. Fact 1.1 (See, e.g., [5,15, 16].) Let T: X X. Thenthe followingare equivalent: → (i) T is firmlynonexpansive. (ii) Id T is firmlynonexpansive. − (iii) 2T Idis nonexpansive. − (iv) ( x X)( y X) Tx Ty 2 x y,Tx Ty . ∀ ∈ ∀ ∈ k − k ≤ h − − i (v) ( x X)( y X). 0 Tx Ty,(Id T)x (Id T)y . ∀ ∈ ∀ ∈ ≤ h − − − − i Variousproblemsin the natural sciencesandengineeringcanbeconverted intoa fixed point problem, where the set ofdesired solutions isthe setof fixedpoints (5) FixT := x X x = Tx . ∈ (cid:8) (cid:12) (cid:9) (cid:12) 2 If T isfirmly nonexpansive and FixT = ∅, then the sequenceof iterates 6 (6) (Tnx)n N ∈ iswellknowntoconverge weaklytoafixedpoint[8]—thisisnottrueformappingsthat are merely nonexpansive; consider, e.g., Id. − Firmly nonexpansive mappings are also important because of their correspondence with maximally monotone operators. Recall that a set-valued operator A: X ⇉ X (i.e., ( x X) Ax X) with graph grA is monotone if ∀ ∈ ⊆ (7) ( (x,u) grA)( (y,v) grA) x y,u v 0, ∀ ∈ ∀ ∈ h − − i ≥ and that A ismaximallymonotone ifitisimpossible tofind aproper extension of A that is still monotone. We write domA := x X Ax = ∅ and ranA := A(X) = Ax x X ∈ 6 ∈ for the domain and range of A, respectively. Monotone operators play a crucial role in (cid:8) (cid:12) (cid:9) S modernnonlinearanalysisandoptimization; s(cid:12)ee,e.g.,thebooks[5],[6],[7],[9],[22],[23], [24], [26], [27], and[28]. Primeexamplesofmaximallymonotoneoperatorsarecontinuouslinearmonotoneop- erators and subdifferential operators (in the sense of convex analysis) of functions that are convex, lower semicontinuous, and proper. Itwill be convenientto set (8) Γ := f : X ] ∞,+∞] f isconvex, lowersemicontinuous, andproper . 0 → − (cid:8) (cid:12) (cid:9) (cid:12) See [19], [21], [24], and [5]for background material on convex analysis. Nowlet A: X ⇉ X be maximallymonotone anddenote the associated resolvent by (9) J := (Id+A) 1. A − When A = ∂f for some f Γ , i.e., A is a subdifferential operator, then we also write 0 ∈ J = Prox and, following Moreau [18], we refer to this mapping as the proximal map- ∂f f ping. In his seminal paper [17], Minty observed that J is in fact a firmly nonexpansive A operatorfrom X to X andthat,conversely,everyfirmlynonexpansiveoperatorarisesthis way: Fact 1.2(Minty) (See, e.g., [17] or [13].) Let T: X X be firmly nonexpansive, and let → A: X ⇉ X be maximallymonotone. Thenthe followinghold. (i) B = T 1 Idis maximallymonotone (and J = T). − B − 3 (ii) J isfirmlynonexpansive (and A = J 1 Id). A A− − Therefore, the mapping (10) T T 1 Id − 7→ − from the set offirmly nonexpansive mappingsto the setofmaximal monotone operators is abijection, with inverse (11) A J = (Id+A) 1. A − 7→ Eachclassofobjectshasitsowndualityoperation: ifT: X X isfirmlynonexpansive, → then so isthe associated dualmapping(see Fact 1.1) (12) Id T; − note that the dual of the dual is indeed Id (Id T) = T. Analogously, if A: X ⇉ X is − − maximally monotone, then soisthe inverse operator (13) A 1, − and we clearly have (A 1) 1 = A. Traversing between the two classes and dualizing is − − commutative asthe resolventidentity (14) Id = J + J A A 1 − shows. Wealso havethe Mintyparametrization (15) grA = J x,(Id J )x x X , A A − ∈ which provides the bijection x ((cid:8)J(cid:0)Ax,x JAx) fro(cid:1)m(cid:12)X onto(cid:9)grA, with inverse (x,u) 7→ − (cid:12) 7→ x+u. The goal of this paper is threefold. First, we will provide a comprehensive catalogue of corre- sponding properties of firmly nonexpansive mappings and maximally monotone operators. Sec- ond, we shall examine duality of these properties, and also identify those properties that are self- dual, i.e., a property holds for T if and only if the same property holds for Id T, and a corre- − spondingpropertyholdsfor Aifandonlyifitholdsfor A 1 inthecontextofmaximallymonotone − operators. Third,werevisitsomeofthesepropertiesinmorespecializedsettingsandpresentappli- cations of our results tooperators occurringinsplittingmethods,includingreflectedresolvents. The paper is organized as follows. In Section 2, we systematically study properties offirmly nonexpansivemappingsandcorresponding properties ofmaximallymonotone operators. Section 3 revisits these properties from a duality point of view. In the final Section 4, we also touch upon corresponding properties of nonexpansive mappings and provide a fewpossible applications tomappingsarising in algorithms. Thenotationweemployisstandardandasin[5],[19],[21],or[24]. Thesebooksprovide also background material for notions notexplicitly reviewed here. 4 2 Correspondence of Properties Themainresultinthissectionisthefollowingresult,whichprovidesacomprehensivelist ofcorresponding propertiesoffirmly nonexpansivemappingsandmaximallymonotone operators. Theorem 2.1 Let T: X X be firmly nonexpansive, let A: X ⇉ X be maximally monotone, → and supposethat T = J or equivalentlythat A = T 1 Id. Thenthe followinghold: A − − (i) ranT = domA. (ii) T is surjectiveifand only if domA = X. (iii) Id T is surjectiveifand only if A is surjective. − (iv) T is injectiveifand only if A is atmostsingle-valued. (v) T is anisometry, i.e., (16) ( x X)( y X) Tx Ty = x y ∀ ∈ ∀ ∈ k − k k − k if and only ifthere existsz X such that A: x z, inwhichcase T: x x z. ∈ 7→ 7→ − (vi) T satisfies (17) ( x X)( y X) Tx = Ty Tx Ty 2 < x y,Tx Ty ∀ ∈ ∀ ∈ 6 ⇒ k − k h − − i if and only if A isstrictlymonotone, i.e., (18) ( (x,u) grA)( (y,v) grA) x = y x y,u v > 0. ∀ ∈ ∀ ∈ 6 ⇒ h − − i (vii) T is strictlymonotone ifand only if A is atmostsingle-valued. (viii) T is strictlyfirmlynonexpansive, i.e., (19) ( x X)( y X) x = y Tx Ty 2 < x y,Tx Ty ∀ ∈ ∀ ∈ 6 ⇒ k − k h − − i if and only if A isatmostsingle-valuedand strictlymonotone. (ix) T is strictlynonexpansive, i.e., (20) ( x X)( y X) x = y Tx Ty < x y ∀ ∈ ∀ ∈ 6 ⇒ k − k k − k if and only if A isdisjointly injective1, i.e., (21) ( x X)( y X) x = y Ax Ay = ∅. ∀ ∈ ∀ ∈ 6 ⇒ ∩ 1In some of the literature, A is simply referred to as “injective” but this is perhaps a little imprecise: “injectivity of A” could be interpreted as “[ x,y domA and x = y] Ax = Ay” which is different { } ⊆ 6 ⇒ 6 fromwhatwerequirehere. 5 (x) T is injectiveand strictlynonexpansive, i.e., (22) ( x X)( y X) x = y 0 < Tx Ty < x y ∀ ∈ ∀ ∈ 6 ⇒ k − k k − k if and only if A isatmostsingle-valuedand disjointlyinjective. (xi) Suppose that ε ]0,+∞[. Then (1 + ε)T is firmly nonexpansive if and only if A is ∈ stronglymonotonewithconstantε,i.e., A εIdismonotone,inwhichcaseT isaBanach − contraction withconstant (1+ε) 1. − (xii) Suppose that γ ]0,+∞[. Then (1+γ)(Id T) is firmly nonexpansive if and only if A ∈ − is γ-cocoercive, i.e., (23) ( (x,u) grA)( (y,v) grA) x y,u v γ u v 2. ∀ ∈ ∀ ∈ h − − i ≥ k − k (xiii) Suppose that β ]0,1[. Then T is a Banach contraction with constant β if and only if A ∈ satisfies (24) 1 β2 ( (x,u) grA)( (y,v) grA) − x y 2 2 x y,u v + u v 2. ∀ ∈ ∀ ∈ β2 k − k ≤ h − − i k − k (xiv) Suppose that φ: [0,+∞[ [0,+∞] isincreasingand vanishesonly at0. Then T satisfies → (25) ( x X)( y X) Tx Ty,(x Tx) (y Ty) φ Tx Ty ∀ ∈ ∀ ∈ h − − − − i ≥ k − k if and only if A isuniformly monotone with modulus φ, i.e., (cid:0) (cid:1) (26) ( (x,u) grA)( (y,v) grA) x y,u v φ x y . ∀ ∈ ∀ ∈ h − − i ≥ k − k (cid:0) (cid:1) (xv) T satisfies (27) Tx = T Tx+y Ty ( x X)( y X) Tx Ty 2 = x y,Tx Ty − ∀ ∈ ∀ ∈ k − k h − − i ⇒ (Ty = T(cid:0)Ty+x Tx(cid:1) − if and only if A isparamonotone [10], i.e., (cid:0) (cid:1) (28) ( (x,u) grA)( (y,v) grA) x y,u v = 0 (x,v),(y,u) grA. ∀ ∈ ∀ ∈ h − − i ⇒ { } ⊆ (xvi) (Bartz etal.) T is cyclically firmlynonexpansive, i.e., n ∑ (29) x Tx ,Tx Tx 0, i i i i+1 h − − i ≥ i=1 for every setof points x ,...,x X, where n 2,3,... and x = x , if and only 1 n n+1 1 { } ⊆ ∈ { } if A isasubdifferentialoperator,i.e., thereexists f Γ suchthat A = ∂f. 0 ∈ 6 (xvii) T satisfies (30) ( x X)(y X) inf Tx Tz,(y Ty) (z Tz) > ∞ ∀ ∈ ∈ z Xh − − − − i − ∈ if and only if A is rectangular [23, Definition 31.5](thisis alsoknown as3 monotone), ∗ i.e., (31) ( x domA)( v ranA) inf x z,v w > ∞. ∀ ∈ ∀ ∈ (z,w) grAh − − i − ∈ (xviii) T is linearifand only if A is alinear relation, i.e.,grA isalinear subspaceof X X. × (xix) T is affineifand only if A is anaffine relation, i.e.,grA isan affinesubspaceof X X. × (xx) (Zarantonello) ranT = FixT =: C if and only if A is a normal cone operator, i.e., A = ∂ι ; equivalently, T isaprojection(nearestpoint)mapping P . C C (xxi) T is sequentiallyweakly continuous ifand only if grA is sequentiallyweakly closed. Proof. Let x,y,u,v be in X. (i): Clear. (ii): Thisfollows from (i). (iii): Clearfrom the Minty parametrization (15). (iv): Assume first that T is injective and that u,v Ax. Then x + u,x + v { } ⊆ { } ⊆ (Id+A)x andhence x = T(x+u) = T(x+v). Since T isinjective,itfollowsthat x+u = x+v and hence that u = v. Thus, A is at most single-valued. Conversely, let us assume that Tu = Tv = x. Then u,v (Id+A)x = x + Ax and hence u x,v x Ax. { } ⊆ { − − } ⊆ Since Aisatmostsingle-valued,wehaveu x = v xandsou = v. Thus, T isinjective. − − (v): Assume first that T is an isometry. Then Tx Ty 2 = x y 2 Tx Ty 2 + k − k k − k ≥ k − k (Id T)x (Id T)y 2. Itfollowsthatthereexists z X such that T: w w z. Thus, k − − − k ∈ 7→ − T 1: w w+z. On the other hand, T 1 = Id+A: w w + Aw. Hence A: w z, − − 7→ 7→ 7→ as claimed. Conversely, let us assume that there exits z X such that A: w z. Then ∈ 7→ Id+A: w w+z and hence T = J = (Id+A) 1: w w z. Thus, T isanisometry. A − 7→ 7→ − (vi): Assume first that T satisfies (17), that (x,u),(y,v) grA, and that x = y. Set { } ⊆ 6 p = x +u and q = y+v. Then (x,u) = (Tp,p Tp) and (y,v) = (Tq,q Tq). Since − − x = y, itfollows that Tp = Tq andtherefore that Tp Tq 2 < p q,Tp Tq because T6satisfies (17). Hence 06 < (p Tp) (q Tqk),Tp− Tkq =h u− v,x −y .iThus, A h − − − − i h − − i is strictly monotone. Conversely, let us assume that A is strictly monotone and that x = Tu = Tv = y. Then (x,u x),(y,v y) grA. Sincex = yand Aisstrictlymonotone, 6 { − − } ⊆ 6 7 we have x y,(u x) (v y) > 0, i.e., x y 2 < x y,u v , i.e., Tu Tv 2 < h − − − − i k − k h − − i k − k Tv Tu,u v . Thus, T satisfies(17). h − − i (vii): In view of (vi) it suffices to show that T is injective if and only if T is strictly monotone. Assume first that T is injective and that x = y. Then Tx = Ty and hence 0 < Tx Ty 2 x y,Tx Ty . Thus, T is strictly6 monotone. Con6 versely, assume thatTkiss−trictlykm≤onhoto−neand−thatix = y. Then x y,Tx Ty > 0andhenceTx = Ty. 6 h − − i 6 Thus, T isinjective. (viii): Observe that T is strictly firmly nonexpansive if and only if T is injective and T satisfies (17). Thus, the result follows from combining (iv) and (vi). (ix): Assume first that T is strictly nonexpansive, that x = y, and to the contrary that 6 u Ax Ay. Then x+u (Id+A)x and y+u (Id+A)y; equivalently, T(x +u) = ∈ ∩ ∈ ∈ x = y = T(y+u). SinceT isstrictlynonexpansive,wehave x y = T(x+u) T(y+ u)6 < (x +u) (y + u) = x y , which is absurd. Tkhus−, Akis dkisjointly in−jective. k k − k k − k Conversely, assume that A is disjointly injective, that u = v, and to the contrary that 6 Tu Tv = u v . Since T is firmly nonexpansive, we deduce that u Tu = v Tv. k − k k − k − − Assume that x = u Tu = v Tv. Then Tu = u x and Tv = v x; equivalently, − − − − u x (Id+A)u and v x (Id+A)v. Thus, x Au Av, which contradicts the − ∈ − ∈ − ∈ ∩ assumption on disjoint injectivity of A. (x): Combine (iv) and(ix). (xi): (See also [5, Proposition 23.11].) Assume first that (1+ ε)T is firmly nonexpan- sive and that (x,u),(y,v) grA. Then x = T(x + u) and y = T(y + v). Hence, { } ⊆ (x+u) (y+v),x y (1+ε) x y 2 x y,u v ε x y 2. Thus, A εId h − − i ≥ k − k ⇔ h − − i ≥ k − k − is monotone. Conversely, assume that A εId is monotone and that (x,u),(y,v) − { } ⊆ grT. Then (u,x u),(v,y v) grA and hence u v,(x u) (y v) ε u { − − } ⊆ h − − − − i ≥ k − v 2;equivalently, x y,u v (1+ε) u v 2. Thus,(1+ε)T isfirmlynonexpansive. k h − − i ≥ k − k (xii): Applying (xi) to Id T and A 1, we see that (1+γ)(Id T) is firmly nonexpan- − − − sive ifandonly if A 1 γIdis monotone, which isequivalentto A being γ-cocoercive. − − (xiii): Assume first that T is a Banach contraction with constant β and that (x,u),(y,v) grA. Set p = x + u and y = y + v. Then (x,u) = (Tp,p Tp), { } ⊆ − (y,v) = (Tq,q Tq), and Tp Tq β p q , i.e., − k − k ≤ k − k (32) x y 2 β2 (x+u) (y+v) 2 = β2 (x y)+(u v) 2 k − k ≤ k − k k − − k = β2 x y 2+2 x y,u v + u v 2 . k − k h − − i k − k (cid:0) (cid:1) Thus, (24)holds. Theconverse isproved similarly. (xiv): Theequivalence isimmediatefrom the Minty parametrization (15). 8 (xv): Assume first that T satisfies (27) and that (x,u),(y,v) grA with { } ⊆ x y,u v = 0. Set p = x + u and q = y + v. Then (x,u) = (Tp,p Tp), h − − i − (y,v) = (Tq,q Tq), and Tp Tq,(p Tp) (q Tq) = 0, i.e., Tp Tq 2 = − h − − − − i k − k p q,Tp Tq . By (27), Tp = T(Tp + q Tq) and Tq = T(Tq + p Tp), i.e., h − − i − − x = T(x + v) and y = T(y + u), i.e., x + v x + Ax and y + u y + Ay, i.e., ∈ ∈ v Ax and u Ay. Thus, A is paramonotone. Conversely, assume that A is para- ∈ ∈ monotone, that Tu Tv 2 = u v,Tu Tv , that x = Tu, and that y = Tv. Then k − k h − − i (x,u x),(y,v y) grA and x y,(u x) (v y) = 0. Since A is para- { − − } ⊆ h − − − − i monotone, we deduce that v y Ax and u x Ay, i.e., x y + v (Id+A)x − ∈ − ∈ − ∈ and y x + u (Id+A)y, i.e., x = T(x y + v) and y = T(y x + u), i.e., Tu = − ∈ − − T(Tu+v Tv) and Tv = T(Tv+u Tu). Thus, T satisfies (27). − − (xvi): Thisfollows from [2, Theorem 6.6]. (xvii): Theequivalence isimmediatefrom the Minty parametrization (15). (xviii): Indeed, T = J is linear (A+Id) 1 is a linear relation A+Id is a linear A − ⇔ ⇔ relation A isa linearrelation (see [11]for more on linearrelations). ⇔ (xix): Thisfollows from (xviii). (xx): Thisfollows from [25, Corollary 2 on page 251]. (xxi): Assume first that T is sequentially weakly continuous. Let (xn,un)n N be a se- ∈ quence in grA that converges weakly to (x,u) X X. Then (xn +un)n N converges ∈ × ∈ weakly to x + u. On the other hand, Id T is sequentially weakly continuous because − T is. Altogether, (xn,un)n N = (T(xn +un),(Id T)(xn +un))n N converges weakly to ∈ − ∈ (x,u) = (T(x + u),(Id T)(x + u)). Thus, (x,u) grA and therefore grA is sequen- − ∈ tially weakly closed. Conversely, let us assume that grA is sequentially weakly closed. Let (xn)n N be a sequence in X that is weakly convergent to x. Our goal is to show that Txn⇀Tx∈. SinceTisnonexpansive,thesequence(Txn)n Nisbounded. Afterpassingtoa ∈ subsequenceandrelabelingifnecessary, wecananddoassumethat(Txn)n N converges ∈ weakly to some point y X. Now (Txn,xn Txn)n N lies in grA, and this sequence ∈ − ∈ converges weakly to (y,x y). Since grA is sequentially weakly closed, it follows that − (y,x y) grA. Therefore, x y Ay x (Id+A)y y = Tx, which implies the − ∈ − ∈ ⇔ ∈ ⇔ result. (cid:4) Example2.2 Concerningitems(xi)and(xiii)inTheorem2.1,itisclearthatif Aisstrongly monotone, then T is a Banach contraction. (This result is now part of the folklore; for perhapsthe firstoccurrence see [20, p.879f]andalso[21, Section 12.H]forfurther results in this direction.) The converse, however, is false: indeed, consider the case X = R2 and set 0 1 (33) A = − . 1 0 (cid:18) (cid:19) 9 Then ( z X) z,Az = 0so A cannot be strongly monotone. On the other hand, ∀ ∈ h i 1 1 1 (34) T = J = (Id+A) 1 = A − 2 1 1 (cid:18)− (cid:19) is linear and Tz 2 = 1 z 2, which implies that T is a Banach contraction with constant k k 2k k 1/√2. Corollary 2.3 Let A: X X be continuous, linear, and maximallymonotone. Thenthe follow- → ing hold. (i) If J isaBanach contraction, then A is(disjointly)injective. A (ii) If ranA isclosedand A is(disjointly)injective,then J isaBanach contraction. A Proof. The result istrivial if X = 0 so weassume that X = 0 . { } 6 { } (i): Assume that J is a Banach contraction, say with constant β [0,1[. If β = 0, then A J 0 A = N , which contradicts the single-valuedness of A.∈Thus, 0 < β < 1. By A ≡ ⇔ 0 { } Theorem 2.1(xiii), 1 β2 (35) ( x X)( y X) − x y 2 2 x y,Ax Ay + Ax Ay 2. ∀ ∈ ∀ ∈ β2 k − k ≤ h − − i k − k If x = y, then the left side of (35) is strictly positive, which implies that Ax = Ay. Thus, 6 6 A is(disjointly) injective. (ii): Letusassume thatranA isclosedandthat A is(disjointly) injective. ThenkerA = 0 and hence, by e.g. [12, Theorem 8.18], there exists ρ ]0,+∞[ such that ( z X) { } ∈ ∀ ∈ Az ρ z . Thus, ( z X) Az 2 ρ2 z 0. Set β = 1/ 1+ρ2. Then ρ2 = k k ≥ k k ∀ ∈ k k − k k ≥ (1 β2)/β2 and hence − p (36) 1 β2 ( x X)( y X) − x y 2 Ax Ay 2 2 x y,Ax Ay + Ax Ay 2. ∀ ∈ ∀ ∈ β2 k − k ≤ k − k ≤ h − − i k − k Again byTheorem 2.1(xiii), J isaBanach contraction with constant β ]0,1[. (cid:4) A ∈ Initem (ii) ofCorollary 2.3, the assumption that ranA isclosed iscritical: Example2.4 Suppose that X = ℓ , the space of square-summable sequences, i.e., x = 2 (x ) X ifand only if ∑∞ x 2 < +∞, and set n ∈ n=1| n| (37) A: X X: (x ) 1x . → n 7→ n n (cid:0) (cid:1) 10

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