It is known that for convex sets, the KKM condition is equivalent to the finite intersection property. We use this equivalence to obtain a characterisation of monotone operators in terms of convex KKM maps and in terms of the existence of solutions to Minty variational inequalities. The latter result provides a converse to the seminal theorem of Minty.
We show that a point is solution of the Minty variational inequality of subdifferential type for a given function if and only if the function is increasing along rays starting from that point. This provides a characterization of the monotone polar of subdifferentials of lower semicontinuous functions, which happens to be a common subset of their graphs depending only on the function.
Laboratory for Information and Inference Systems (LIONS), EPFL(洛桑联邦理工学院信息与推理系统实验室(LIONS));Laboratoire Traitement et Communication d’Information, Télécom Paris, Institut Polytechnique de Paris(巴黎理工学院巴黎电信学院信息处理与通信实验室);Department of Electrical Engineering (ESAT-STADIUS), KU Leuven(荷语鲁汶大学电气工程系(ESAT-STADIUS))
This paper introduces a family of stochastic extragradient-type algorithms for a class of nonconvex-nonconcave problems characterized by the weak Minty variational inequality (MVI). Unlike existing results on extragradient methods in the monotone setting, employing diminishing stepsizes is no longer possible in the weak MVI setting. This has led to approaches such as increasing batch sizes per iteration which can however be prohibitively expensive. In contrast, our proposed methods involves two stepsizes and only requires one additional oracle evaluation per iteration. We show that it is possi…
The notion of a firmly nonexpansive mapping is central in fixed point theory because of attractive convergence properties for iterates and the correspondence with maximal monotone operators due to Minty. In this paper, we systematically analyze the relationship between properties of firmly nonexpansive mappings and associated maximal monotone operators. Dual and self-dual properties are also identified. The results are illustrated through several examples.
We introduce the notion of quasimonotone polar of a multivalued operator, in a similar way as the well-known monotone polar due to Martinez-Legaz and Svaiter. We first recover several properties similar to the monotone polar, including a characterization in terms of normal cones. Next, we use it to analyze certain aspects of maximal (in the sense of graph inclusion) quasimonotonicity, and its relation to the notion of maximal quasimonotonicity introduced by Aussel and Eberhard. Furthermore, we study the connections between quasimonotonicity and Minty Variational Inequality Problems.
In this paper, we study convex analysis and its theoretical applications. We first apply important tools of convex analysis to Optimization and to Analysis. We then show various deep applications of convex analysis and especially infimal convolution in Monotone Operator Theory. Among other things, we recapture the Minty surjectivity theorem in Hilbert space, and present a new proof of the sum theorem in reflexive spaces. More technically, we also discuss autoconjugate representers for maximally monotone operators. Finally, we consider various other applications in mathematical analysis.
Because of Minty's classical correspondence between firmly nonexpansive mappings and maximally monotone operators, the notion of a firmly nonexpansive mapping has proven to be of basic importance in fixed point theory, monotone operator theory, and convex optimization. In this note, we show that if finitely many firmly nonexpansive mappings defined on a real Hilbert space are given and each of these mappings is asymptotically regular, which is equivalent to saying that they have or "almost have" fixed points, then the same is true for their composition. This significantly generalizes the resul…
Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities
Paul G. Allen School of Computer Science and Engineering, University of Washington(华盛顿大学保罗·G·艾伦计算机科学与工程学院);University of Wisconsin–Madison(威斯康星大学麦迪逊分校);Department of Computer Sciences, University of Wisconsin–Madison(威斯康星大学麦迪逊分校计算机科学系)
Decentralized Local Stochastic Extra-Gradient for Variational Inequalities
Innopolis University(Innopolis大学);Moscow Institute of Physics and Technology(莫斯科物理技术学院);Weierstrass Institute for Applied Analysis and Stochastics(魏尔斯特拉斯应用分析与随机学研究所);Institute for Information Transmission Problems RAS(俄罗斯科学院信息传输问题研究所);CISPA Helmholtz Center for Information Security(亥姆霍兹信息安全中心);HSE University(高等经济大学);Yandex(Yandex公司);EPFL(洛桑联邦理工学院)