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Maximal monotone operators in Banach spacesBalasuriya, B. A. C. S. January 2004 (has links)
Our aim in this research was to study monotone operators in Banach spaces. In particular, the most important concept in this theory, the maximal monotone operators. Here we make an attempt to describe most of the important results and concepts on maximal monotone operators and how they all tie together. We will take a brief look at subdifferentials, which generalize the notion of a derivative. The subdifferential is a maximal monotone operator and it has proved to be of fundamental importance for the study of maximal monotone operators. The theory of maximal monotone operators is somewhat complete in reflexive Banach spaces. However, in nonreflexive Banach spaces it is still to be developed fully. As such, here we will describe most of the important results about maximal monotone operators in Banach spaces and we will distinguish between the reflexive Banach spaces and nonreflexive Banach spaces when a property is known to hold only in reflexive Banach spaces. In the latter case, we will state what the corresponding situation is in nonreflexive Banach spaces and we will give counter examples whenever such a result is known to fail in nonreflexive Banach spaces. The representations of monotone operators by convex functions have found to be extremely useful for the study of maximal monotone operators and it has generated a lot of interest of late. We will discuss some of those key representations and their properties. We will also demonstrate how these representations could be utilized to obtain results about maximal monotone operators. We have included a discussion about the very important Rockafellar sum theorem and some its generalizations. This key result and its generalizations have only been proved in reflexive Banach spaces. We will also discuss several special cases where the Rockafellar sum theorem is known to be true in nonreflexive Banach spaces. The subclasses which provide a basis for the study of monotone operators in nonreflexive Banach spaces are also discussed here
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Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operatorsCsetnek, Ernö Robert 14 December 2009 (has links) (PDF)
The aim of this work is to present several new results concerning
duality in scalar convex optimization, the formulation of sequential
optimality conditions and some applications of the duality to the theory
of maximal monotone operators.
After recalling some properties of the classical generalized
interiority notions which exist in the literature, we give some
properties of the quasi interior and quasi-relative interior,
respectively. By means of these notions we introduce several
generalized interior-point regularity conditions which guarantee
Fenchel duality. By using an approach due to Magnanti, we derive
corresponding regularity conditions expressed via the quasi
interior and quasi-relative interior which ensure Lagrange
duality. These conditions have the advantage to be applicable in
situations when other classical regularity conditions fail.
Moreover, we notice that several duality results given in the
literature on this topic have either superfluous or contradictory
assumptions, the investigations we make offering in this sense an
alternative.
Necessary and sufficient sequential optimality conditions for a
general convex optimization problem are established via
perturbation theory. These results are applicable even in the
absence of regularity conditions. In particular, we show that
several results from the literature dealing with sequential
optimality conditions are rediscovered and even improved.
The second part of the thesis is devoted to applications of the
duality theory to enlargements of maximal monotone operators in
Banach spaces. After establishing a necessary and sufficient
condition for a bivariate infimal convolution formula, by
employing it we equivalently characterize the
$\varepsilon$-enlargement of the sum of two maximal monotone
operators. We generalize in this way a classical result
concerning the formula for the $\varepsilon$-subdifferential of
the sum of two proper, convex and lower semicontinuous functions.
A characterization of fully enlargeable monotone operators is also
provided, offering an answer to an open problem stated in the
literature. Further, we give a regularity condition for the
weak$^*$-closedness of the sum of the images of enlargements of
two maximal monotone operators.
The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
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Applications of Degree Theories to Nonlinear Operator Equations in Banach SpacesAdhikari, Dhruba R 26 April 2007 (has links)
Let X be a real Banach space and G1, G2 two nonempty, open and bounded subsets of X such that 0 ∈ G2 and G2 ⊂ G1. The problem (∗) T x + Cx = 0 is considered, where T : X ⊃ D(T) → X is an accretive or monotone operator with 0 ∈ D(T) and T(0) = 0, while C : X ⊃ D(C) → X can be, e.g., one of the following types: (a) compact; (b) continuous and bounded with the resolvents of T compact; (c) demicontinuous, bounded and of type (S+) with T positively homogeneous of degree one; (d) quasi-bounded and satisfies a generalized (S+)-condition w.r.t. the operator T, while T is positively homogeneous of degree one. Solutions are sought for the problem (∗) lying in the set D(T + C) ∩ (G1 \ G2). Nontrivial solutions of (∗) exist even when C(0) = 0. The degree theories of Leray and Schauder, Browder, and Skrypnik as well as the degree theory by Kartsatos and Skrypnik for densely defined operators T, C are used. The last three degree theories do not assume any compactness conditions on the operator C. The excision and additivity properties of these degree theories are employed, and the main results are significant extensions or generalizations of previous results by Krasnoselskii, Guo, Ding and Kartsatos involving the relaxation of compactness conditions and/or conditions on the boundedness of the operator T. Moreover, a new degree theory developed by Kartsatos and Skrypnik has been used to prove a similar result for operators of type T + C, where T : X ⊃ D(T) → 2 X∗ is a multi-valued maximal monotone operator, with 0 ∈ D(T) and 0 ∈ T(0), and C : X ⊃ D(C) → X∗ is a densely defined quasi-bounded and finitely continuous operator of type (S˜+). The problem of existence of nonzero solutions for T x + Cx + Gx 3 0 is also considered. Here, T is maximal monotone, C is bounded demicontinuous of type (S+), and G is of class (P). Eigenvalue and invariance of domain results have also been established for the sum L + T + C : G ∩ D(L) → 2 X∗ , where G ⊂ X is open and bounded, L : X ⊃ D(L) → X∗ densely defined linear maximal monotone, T : X → 2X∗ bounded maximal monotone, and C : G → X∗ bounded demicontinuous of type (S+) w. r. t. D(L).
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Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operatorsCsetnek, Ernö Robert 08 December 2009 (has links)
The aim of this work is to present several new results concerning
duality in scalar convex optimization, the formulation of sequential
optimality conditions and some applications of the duality to the theory
of maximal monotone operators.
After recalling some properties of the classical generalized
interiority notions which exist in the literature, we give some
properties of the quasi interior and quasi-relative interior,
respectively. By means of these notions we introduce several
generalized interior-point regularity conditions which guarantee
Fenchel duality. By using an approach due to Magnanti, we derive
corresponding regularity conditions expressed via the quasi
interior and quasi-relative interior which ensure Lagrange
duality. These conditions have the advantage to be applicable in
situations when other classical regularity conditions fail.
Moreover, we notice that several duality results given in the
literature on this topic have either superfluous or contradictory
assumptions, the investigations we make offering in this sense an
alternative.
Necessary and sufficient sequential optimality conditions for a
general convex optimization problem are established via
perturbation theory. These results are applicable even in the
absence of regularity conditions. In particular, we show that
several results from the literature dealing with sequential
optimality conditions are rediscovered and even improved.
The second part of the thesis is devoted to applications of the
duality theory to enlargements of maximal monotone operators in
Banach spaces. After establishing a necessary and sufficient
condition for a bivariate infimal convolution formula, by
employing it we equivalently characterize the
$\varepsilon$-enlargement of the sum of two maximal monotone
operators. We generalize in this way a classical result
concerning the formula for the $\varepsilon$-subdifferential of
the sum of two proper, convex and lower semicontinuous functions.
A characterization of fully enlargeable monotone operators is also
provided, offering an answer to an open problem stated in the
literature. Further, we give a regularity condition for the
weak$^*$-closedness of the sum of the images of enlargements of
two maximal monotone operators.
The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
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Contribution à la stabilité de Lyapunov non-régulière des inclusions différentielles avec opérateurs monotones maximaux / Contribution to nonsmooth Lyapunov stability of differential inclusions with maximal monotone operatorsNguyen, Bao tran 31 October 2017 (has links)
Dans cette thèse de doctorat, nous apportons quelques contributions à la stabilité de Lyapunov non-régulière des inclusions différentielles de premier ordre avec opérateurs monotones maximaux, dans un cadre Hilbertien de dimension infini. Nous fournissons des caractérisations explicites, primales et/ou duales, des paires de Lyapunov faibles et fortes, dont les fonctions sont semi-continues inférieurement à valeurs réelles étendues, et associées à des inclusions différentielles dont la partie de droite est gouvernée par des perturbations Lipschitziennes des opérateurs dits Cusco F, ou des opérateurs monotones maximaux A, ou les deux à la fois x(t) ∈ F(x(t}} A(x(t}} t ≥ 0, x(0) ∈ domA. De manière équivalente, nous étudions l'invariance faible et forte des ensembles fermés pour ces inclusions différentielles. Comme dans L'approche classique de Lyapunov à la stabilité des équations différentielles, les résultats présentés dans cette thèse n'utilisent que les données du système différentiel; c'est-à-dire, l'opérateur A et la multifonction F, et donc pas besoin de connaître les solutions, ni les semi-groupes générés par les opérateurs monotones en question. Parce que les paires de Lyapunov sont formées par des fonctions qui sont simplement semi-continues inférieurement, et les ensembles invariants ne sont que ensembles fermés, nous faisons usage dans cette thèse à des outils de l'analyse non-lisse, afin de fournir des critères du premier ordre, utilisant des sous-différentiels généraux et des cônes normaux. Nous fournissons une analyse similaire pour les inclusions différentielles gouvernées par le cône normal proximal à des ensembles prox-réguliers. Notre analyse ci-dessus, nous a permis de présenter ces systèmes prox-réguliers d’apparence plus générale, comme des inclusions différentielles avec opérateurs monotones maximaux. Nous utilisons aussi nos résultats pour étudier la géométrie des opérateurs monotones maximaux, et plus précisément, la caractérisation de la frontière des valeurs de ces opérateurs seulement au moyen des valeurs situées à proximité, distinctes du point de référence. Ce résultat a des applications dans la stabilité des problèmes de la programmation semi-infinie. Nous utilisons également nos résultats sur les paires de Lyapunov et les ensembles invariants pour établir une étude systématique des observateurs de type Luenberger pour des inclusions différentielles avec des cônes normaux à des ensembles prox-réguliers. / In this PhD thesis, we make some contributions to nonsmooth Lyapunov stability of first-order differential inclusions with maximal monotone operators, in the setting of infinite-dimensional Hilbert spaces. We provide primal and dual explicit characterizations for parameterized weak and strong Lyapunov pairs of lower semicontinuous extended-real-valued functions, referred to as a-Lyapunov pairs, associated to differential inclusions with right-hand-sides governed by Lipschitz or Cusco perturbationsF of maximal monotone operators A, x(t) ∈ F(x(t}} A(x(t}} t ≥ 0, x(0) ∈ domA. Equivalently, we study the weak and strong invariance of sets with respect to such differential inclusions. As in the classical Lyapunov approach to the stability of differential equations, the presented results make use of only the data of the differential system; that is, the operator A and the multifunction F, and so no need to know about the solutions, nor the semi-groups generated by the monotone operators. Because our Lyapunov pairs and invariant sets candidates are just lower semicontinuous and closed, respectively, we make use of nonsmooth analysis to provide first-order-like criteria using general subdifferentials and normal cones. We provide similar analysis to non-convex differential inclusions governed by proximal normal cones to prox-regular sets. Our analysis above allowed to prove that such apparently more general systems can be easily coined into our convex setting. We also use our results to study the geometry of maximal monotone operators, and specifically, the characterization of the boundary of the values of such operators by means only of the values at nearby points, which are distinct of the reference point. This result has its application in the stability of semi-infinite programming problems. We also use our results on Lyapunov pairs and invariant sets to provide a systematic study of Luenberger-like observers design for differential inclusions with normal cones to prox-regular sets.
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Vários algoritmos para os problemas de desigualdade variacional e inclusão / On several algorithms for variational inequality and inclusion problemsMillán, Reinier Díaz 27 February 2015 (has links)
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Previous issue date: 2015-02-27 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Nesta tese apresentamos v arios algoritmos para resolver os problemas de Desigualdade Variacional
e Inclus~ao. Para o problema de desigualdade variacional propomos, no Cap tulo 2 uma
generaliza c~ao do algoritmo cl assico extragradiente, utilizando vetores normais n~ao nulos do
conjunto vi avel. Em particular, dois algoritmos conceituais s~ao propostos e cada um deles
cont^em tr^es variantes diferentes de proje c~ao que est~ao relacionadas com algoritmos extragradientes
modi cados. Duas buscas diferentes s~ao propostas, uma sobre a borda do conjunto
vi avel e a outra ao longo das dire c~oes vi aveis. Cada algoritmo conceitual tem uma estrat egia
diferente de busca e tr^es formas de proje c~ao especiais, gerando tr^es sequ^encias com diferente
e interessantes propriedades. E feito a an alise da converg^encia de ambos os algoritmos conceituais,
pressupondo a exist^encia de solu c~oes, continuidade do operador e uma condi c~ao
mais fraca do que pseudomonotonia.
No Cap tulo 4, n os introduzimos um algoritmo direto de divis~ao para o problema variacional
em espa cos de Hilbert. J a no Cap tulo 5, propomos um algoritmo de proje c~ao relaxada
em Espa cos de Hilbert para a soma de m operadores mon otonos maximais ponto-conjunto,
onde o conjunto vi avel do problema de desigualdade variacional e dado por uma fun c~ao n~ao
suave e convexa. Neste caso, as proje c~oes ortogonais ao conjunto vi avel s~ao substitu das por
proje c~oes em hiperplanos que separam a solu c~ao da itera c~ao atual. Cada itera c~ao do m etodo
proposto consiste em proje c~oes simples de tipo subgradientes, que n~ao exige a solu c~ao de
subproblemas n~ao triviais, utilizando apenas os operadores individuais, explorando assim a
estrutura do problema.
Para o problema de Inclus~ao, propomos variantes do m etodo de divis~ao de forward-backward
para achar um zero da soma de dois operadores, a qual e a modi ca c~ao cl assica do forwardbackward
proposta por Tseng. Um algoritmo conceitual e proposto para melhorar o apresentado
por Tseng em alguns pontos. Nossa abordagem cont em, primeramente, uma busca
linear tipo Armijo expl cita no esp rito dos m etodos tipo extragradientes para desigualdades
variacionais. Durante o processo iterativo, a busca linear realiza apenas um c alculo do operador
forward-backward em cada tentativa de achar o tamanho do passo. Isto proporciona
uma consider avel vantagem computacional pois o operador forward-backward e computacionalmente
caro. A segunda parte do esquema consiste em diferentes tipos de proje c~oes,
gerando sequ^encias com caracter sticas diferentes. / In this thesis we present various algorithms to solve the Variational Inequality and Inclusion
Problems. For the variational inequality problem we propose, in Chapter 2, a generalization
of the classical extragradient algorithm by utilizing non-null normal vectors of the feasible set.
In particular, two conceptual algorithms are proposed and each of them has three di erent
projection variants which are related to modi ed extragradient algorithms. Two di erent
linesearches, one on the boundary of the feasible set and the other one along the feasible
direction, are proposed. Each conceptual algorithm has a di erent linesearch strategy and
three special projection steps, generating sequences with di erent and interesting features.
Convergence analysis of both conceptual algorithms are established, assuming existence of
solutions, continuity and a weaker condition than pseudomonotonicity on the operator.
In Chapter 4 we introduce a direct splitting method for solving the variational inequality
problem for the sum of two maximal monotone operators in Hilbert space. In Chapter 5,
for the same problem, a relaxed-projection splitting algorithm in Hilbert spaces for the sum
of m nonsmooth maximal monotone operators is proposed, where the feasible set of the
variational inequality problem is de ned by a nonlinear and nonsmooth continuous convex
function inequality. In this case, the orthogonal projections onto the feasible set are replaced
by projections onto separating hyperplanes. Furthermore, each iteration of the proposed
method consists of simple subgradient-like steps, which does not demand the solution of a
nontrivial subproblem, using only individual operators, which explores the structure of the
problem.
For the Inclusion Problem, in Chapter 3, we propose variants of forward-backward splitting
method for nding a zero of the sum of two operators, which is a modi cation of the
classical forward-backward method proposed by Tseng. The conceptual algorithm proposed
here improves Tseng's method in many instances. Our approach contains rstly an explicit
Armijo-type line search in the spirit of the extragradient-like methods for variational inequalities.
During the iterative process, the line search performs only one calculation of
the forward-backward operator in each tentative for nding the step size. This achieves a
considerable computational saving when the forward-backward operator is computationally
expensive. The second part of the scheme consists of special projection steps bringing several
variants.
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