Martin Koutecky, Shmuel Onn
The {\em line sum optimization problem} asks for a $(0,1)$-matrix minimizing the sum of given functions evaluated at its row and column sums. We show that the {\em uniform} problem, with identical row functions and identical column functions, and the {\em monotone} problem, over matrices with nonincreasing row and column sums, are polynomial time solvable.
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The computational content of super strongly nonexpansive mappings and uniformly monotone operators
本文用证明挖掘方法定量研究超强非扩张映射与一致单调算子，构造超强非扩张性模量并关联一致单调性模量，在超强制情形下首次得到定性与定量兼新的不相容可行性结果及渐近正则性有效一致速率。
The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximal monotone operators provided that Rockafellar's constraint qualification holds. In this paper, we prove the maximal monotonicity of $A+B$ provided that $A$ and $B$ are maximal monotone operators such that $\dom A\cap\inte\dom B\neq\varnothing$, $A+N_{\overline{\dom B}}$ is of type (FPV), and $\dom A\cap\overline{\dom B}\subseteq\dom B$. The proof utilizes the Fitzpatrick function in an essential way.
The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators. By employing some elaborated splitting techniques, all of the operators occurring in the problem formulation are processed individually via forward or backward steps. The treatment of parallel sums of linearly composed maximally monotone operators is motivated by applications in imaging which involve first- and second-order total variation functionals, to which a special attentio…
It is well known that many problems in image recovery, signal processing, and machine learning can be modeled as finding zeros of the sum of maximal monotone and Lipschitz continuous monotone operators. Many papers have studied forward-backward splitting methods for finding zeros of the sum of two monotone operators in Hilbert spaces. Most of the proposed splitting methods in the literature have been proposed for the sum of maximal monotone and inverse-strongly monotone operators in Hilbert spaces. In this paper, we consider splitting methods for finding zeros of the sum of maximal monotone op…
The most famous open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that Rockafellar's constraint qualification holds. In this paper, we prove the maximal monotonicity of $A+B$ provided that $A, B$ are maximally monotone and $A$ is a linear relation, as soon as Rockafellar's constraint qualification holds: $\dom A\cap\inte\dom B\neq\varnothing$. Moreover, $A+B$ is of type (FPV).
Monotone Near-Zero-Sum Games: A Generalization of Convex-Concave Minimax
本文提出单调近零和游戏模型，通过将近零和游戏转化为零和子问题，改进了梯度复杂性，并展示了其在实际游戏场景中的应用。
The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that Rockafellar's constraint qualification holds. In this paper, we prove the maximal monotonicity of $A+\partial f$ provided that $A$ is a maximally monotone linear relation, and $f$ is a proper lower semicontinuous convex function satisfying $\dom A\cap\inte\dom \partial f\neq\varnothing$. Moreover, $A+\partial f$ is of type (FPV). The maximal monotonicity of $A+\partial f$ when $\intdom A\cap\dom \partial f\neq\varnothing$ follows from a resu…
The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximal monotone operators provided that Rockafellar's constraint qualification holds. In this note, we provide a new maximal monotonicity result for the sum of a maximal monotone relation and the subdifferential operator of a proper, lower semicontinuous, sublinear function. The proof relies on Rockafellar's formula for the Fenchel conjugate of the sum as well as some results on the Fitzpatrick function.
Monotone inclusions involving the sum of three maximally monotone operators or more have received much attention in recent years. In this paper, we propose three splitting algorithms for finding a zero of the sum of four monotone operators, which are two maximally monotone operators, one monotone Lipschitz operator, and one cocoercive operator. These three splitting algorithms are based on the forward-reflected-Douglas-Rachford splitting algorithm, backward-forward-reflected-backward splitting algorithm, and backward-reflected-forward-backward splitting algorithm, respectively. As applications…
In their recent SIAM J. Control Optim. paper from 2009, J. Eckstein and B.F. Svaiter proposed a very general and flexible splitting framework for finding a zero of the sum of finitely many maximal monotone operators. In this short note, we provide a technical result that allows for the removal of Eckstein and Svaiter's assumption that the sum of the operators be maximal monotone or that the underlying Hilbert space be finite-dimensional.
The question whether or not the sum of two maximal monotone operators is maximal monotone under Rockafellar's constraint qualification - that is, whether or not "the sum theorem" is true - is the most famous open problem in Monotone Operator Theory. In his 2008 monograph "From Hahn-Banach to Monotonicity", Stephen Simons asked whether or not the sum theorem holds for the special case of a maximal monotone linear operator and a normal cone operator of a closed convex set provided that the interior of the set makes a nonempty intersection with the domain of the linear operator. In this note, we …
We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the Lipschitzian operators present in the formulation can be processed individually via explicit steps, while the set-valued operators are processed individually via their resolvents. In addition, the algorithm is highly parallel in that most of its steps can be executed simultaneously. This work brings together and notably extends various types of structured monot…
In this work we study the pointwise and ergodic iteration-complexity of a family of projective splitting methods proposed by Eckstein and Svaiter, for finding a zero of the sum of two maximal monotone operators. As a consequence of the complexity analysis of the projective splitting methods, we obtain complexity bounds for the two-operator case of Spingarn's partial inverse method. We also present inexact variants of two specific instances of this family of algorithms, and derive corresponding convergence rate results.
In this note we provide regularity conditions of closedness type which guarantee some surjectivity results concerning the sum of two maximal monotone operators by using representative functions. The first regularity condition we give guarantees the surjectivity of the monotone operator $S(\cdot + p)+T(\cdot)$, where $p\in X$ and $S$ and $T$ are maximal monotone operators on the reflexive Banach space $X$. Then, this is used to obtain sufficient conditions for the surjectivity of $S+T$ and for the situation when $0$ belongs to the range of $S+T$. Several special cases are discussed, some of the…
A primal-dual splitting algorithm for finding zeros of sums of maximally monotone operators
提出一种原始-对偶分裂算法，通过分别使用每个极大单调算子的预解式，在有限维空间中同时求解原始问题和对偶问题，并应用于图像处理和位置理论中的非光滑凸优化问题。
We present a new primal-dual splitting algorithm for structured monotone inclusions in Hilbert spaces and analyze its asymptotic behavior. A novelty of our framework, which is motivated by image recovery applications, is to consider inclusions that combine a variety of monotonicity-preserving operations such as sums, linear compositions, parallel sums, and a new notion of parallel composition. The special case of minimization problems is studied in detail, and applications to signal recovery are discussed. Numerical simulations are provided to illustrate the implementation of the algorithm.
The Douglas-Rachford algorithm is a classical and powerful splitting method for minimizing the sum of two convex functions and, more generally, finding a zero of the sum of two maximally monotone operators. Although this algorithm is well understood when the involved operators are monotone or strongly monotone, the convergence theory for weakly monotone settings is far from being complete. In this paper, we propose an adaptive Douglas-Rachford splitting algorithm for the sum of two operators, one of which is strongly monotone while the other one is weakly monotone. With appropriately chosen pa…
This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general results obtained in the setting of a non-Euclidean hybrid proximal extragradient framework, we extend a previous convergence result on the iterates generated by the relaxed PR splitting method, as well as establish new pointwise and ergodic convergence rate results for the method whenever an associated relaxation parameter is within a certain interval. An examp…
Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm
本文推广平均交替修正反射算法以计算极大单调算子之和的预解式，提出强收敛的新分裂方法，并借助乘积空间重构给出两种并行变体。
We consider the problem of solving dual monotone inclusions involving sums of composite parallel-sum type operators. A feature of this work is to exploit explicitly the cocoercivity of some of the operators appearing in the model. Several splitting algorithms recently proposed in the literature are recovered as special cases.
We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone inclusions in a nontrivial fashion. The main idea is to represent the solution set of both the primal and dual problems using their associated Kuhn-Tucker set, and then develop a projected method to successively approximate a feasible point of the Kuhn-Tucker set. We propose a splitting algorithm based on the resolvent of each maximally monotone operator to constru…
Representation formulas for faces and support functions of the values of maximal monotone operators are established in two cases: either the operators are defined on uniformly Banach spaces with uniformly convex duals, or their domains have nonempty interiors on reflexive real Banach spaces. Faces and support functions are characterized by the limit values of the minimal-norm selections of maximal monotone operators in the first case while in the second case they are represented by the limit values of any selection of maximal monotone operators. These obtained formulas are applied to study the…
A common theme in mathematics is to define generalized solutions to deal with problems that potentially do not have solutions. A classical example is the introduction of least squares solutions via the normal equations associated with a possibly infeasible system of linear equations. In this paper, we introduce a "normal problem" associated with finding a zero of the sum of two maximally monotone operators. If the original problem admits solutions, then the normal problem returns this same set of solutions. The normal problem may yield solutions when the original problem does not admit any; fu…
Optimal Analysis of Method with Batching for Monotone Stochastic Finite-Sum Variational Inequalities
本文针对单调随机有限和变分不等式问题，提出了一种支持分批处理且保持Oracle复杂度最优性的方法，并通过实验验证了其在小批量情况下的有效性。
This paper provides a new way of developing the splitting method which is used to solve the problem of finding the resolvent of the sum of maximal monotone operators in Hilbert spaces. By employing accelerated techniques developed by Davis and Yin (in Set-Valued Var. Anal. 25(4):829-858, 2017), this paper presents an implementable, strongly convergent splitting method which is designed to solve the problem. In particular, we show that the distance between the sequence of iterates and the solution converges to zero at a rate O(1/k) to illustrate the efficiency of the proposed method, where k is…
A Douglas-Rachford type primal-dual method for solving inclusions with mixtures of composite and parallel-sum type monotone operators
本文提出两种原始-对偶分裂算法，基于不精确Douglas-Rachford分裂方法，分别在不同希尔伯特空间中求解涉及复合与并行和型单调算子混合的包含问题，允许在每次迭代中分别处理有界线性算子和集值算子，并通过数值实验验证其在定位和图像去模糊问题中的性能。
In a Hilbert framework, we introduce continuous and discrete dynamical systems which aim at solving inclusions governed by structured monotone operators $A=\partialΦ+B$, where $\partialΦ$ is the subdifferential of a convex lower semicontinuous function $Φ$, and $B$ is a monotone cocoercive operator. We first consider the extension to this setting of the regularized Newton dynamic with two potentials. Then, we revisit some related dynamical systems, namely the semigroup of contractions generated by $A$, and the continuous gradient projection dynamic. By a Lyapunov analysis, we show the converge…
In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only once per iteration. For any algorithm from this class, we show that the underlying fixed point operator is necessarily defined on a $d$-fold Cartesian product space with $d\geq n-1$. Further, we show that this bound is unimprovable by providing a family of examples for which $d=n-1$ is attained. This family includes the Douglas-Rachford algorithm as the spe…
In this paper we provide a splitting method for finding a zero of the sum of a maximally monotone operator, a lipschitzian monotone operator, and a normal cone to a closed vectorial subspace of a real Hilbert space. The problem is characterized by a simpler monotone inclusion involving only two operators: the partial inverse of the maximally monotone operator with respect to the vectorial subspace and a suitable lipschitzian monotone operator. By applying the Tseng's method in this context we obtain a splitting algorithm that exploits the whole structure of the original problem and generalizes…
We consider the monotone inclusion problem with a sum of 3 operators, in which 2 are monotone and 1 is monotone-Lipschitz. The classical Douglas--Rachford and Forward-backward-forward methods respectively solve the monotone inclusion problem with a sum of 2 monotone operators and a sum of 1 monotone and 1 monotone-Lipschitz operators. We first present a method that naturally combines Douglas--Rachford and Forward-backward-forward and show that it solves the 3 operator problem under further assumptions, but fails in general. We then present a method that naturally combines Douglas--Rachford and…
Splitting Algorithms Using Pairs Monotonicity to Solve the Sum of Two Non-monotone Operators Problem
本文针对实希尔伯特空间中两个非单调算子之和的零点问题，基于对单调性提出广义前向-后向和Tseng分裂算法，证明其弱、强及线性收敛，并通过数值实验验证有效性。
Convergence Rates of Tseng's Splitting Method and Its Acceleration Schemes for Monotone Inclusion Problem with a Sum of Hölder Continuous Operators
针对Hölder连续算子（弱于Lipschitz连续）的单调包含问题，研究了Tseng分裂方法及其两种加速变体的收敛速率，数值实验验证了理论速率。
We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a not necessarily Markovian setting, we establish the existence of Nash equilibria. Moreover, we introduce a sequence of approximating games by restricting, for each natural number n, the players' admissible strategies to the set of Lipschitz processes with Lipschitz constant bounded by n. We prove that, for each n, there exists a Nash equilibrium of the approx…
We investigate the convergence rates of the trajectories generated by implicit first and second order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space. We show that these trajectories strongly converge with exponential rate to a zero of the sum, provided the latter is strongly monotone. We derive from here convergence rates for the trajectories generated by dynamical systems associated to the minimization of the sum of a proper, convex and lower semicontinuous function …
We shed light on the structure of the "three-operator" version of the forward-Douglas--Rachford splitting algorithm for finding a zero of a sum of maximally monotone operators $A + B + C$, where $B$ is cocoercive, involving only the computation of $B$ and of the resolvent of $A$ and of $C$, separately. We show that it is a straightforward extension of a fixed-point algorithm proposed by us as a generalization of the forward-backward splitting algorithm, initially designed for finding a zero of a sum of an arbitrary number of maximally monotone operators $\sum_{i=1}^n A_i + B$, where $B$ is coc…
Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusions
本文针对有限和单调包含问题提出采用方差缩减的 Halpern 迭代变体，将预言机复杂度改进至近最优的 $\widetilde{\mathcal{O}}(n+\sqrt{n}L\varepsilon^{-1})$，较现有方法提升最多 $\sqrt{n}$ 倍。
In this paper, we give two explicit examples of unbounded linear maximal monotone operators. The first unbounded linear maximal monotone operator $S$ on $\ell^{2}$ is skew. We show its domain is a proper subset of the domain of its adjoint $S^*$, and $-S^*$ is not maximal monotone. This gives a negative answer to a recent question posed by Svaiter. The second unbounded linear maximal monotone operator is the inverse Volterra operator $T$ on $L^{2}[0,1]$. We compare the domain of $T$ with the domain of its adjoint $T^*$ and show that the skew part of $T$ admits two distinct linear maximal monot…
The purpose of this paper is to study the dynamical behavior of the sequence produced by a forward-backward algorithm involving two random maximal monotone operators and a sequence of decreasing step sizes. Defining a mean monotone operator as an Aumann integral, and assuming that the sum of the two mean operators is maximal (sufficient maximality conditions are provided), it is shown that with probability one, the interpolated process obtained from the iterates is an asymptotic pseudo trajectory in the sense of Bena\"ım and Hirsch of the differential inclusion involving the sum of the mean op…
We introduce a generalized forward-backward splitting method with penalty term for solving monotone inclusion problems involving the sum of a finite number of maximally monotone operators and the normal cone to the nonempty set of zeros of another maximal monotone operator. We show weak ergodic convergence of the generated sequence of iterates to a solution of the considered monotone inclusion problem, provided the condition corresponded to the Fitzpatrick function of the operator describing the set of the normal cone is fulfilled. Under strong monotonicity of an operator, we show strong conve…
We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications to generalized Nash equilibria, zero-sum games, and cyclic proximity problems are demonstrated.
Long-time and large-population limits of displacement monotone linear-quadratic Nash systems
本文针对位移单调线性二次Nash系统，证明均匀时间导数估计，在异质平均场下实现大群体与长时间极限收敛。
We introduce and investigate the convergence properties of an inertial forward-backward-forward splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitzian operator. By making use of the product space approach, we expand it to the solving of inclusion problems involving mixtures of linearly composed and parallel-sum type monotone operators. We obtain in this way an inertial forward-backward-forward primal-dual splitting algorithm having as main characteristic the fact that in the iterative scheme all operators a…
Tseng's algorithm finds a zero of the sum of a maximally monotone operator and a monotone continuous operator by evaluating the latter twice per iteration. In this paper, we modify Tseng's algorithm for finding a zero of the sum of three operators, where we add a cocoercive operator to the inclusion. Since the sum of a cocoercive and a monotone-Lipschitz operator is monotone and Lipschitz, we could use Tseng's method for solving this problem, but implementing both operators twice per iteration and without taking into advantage the cocoercivity property of one operator. Instead, in our approach…
The classical AdaGrad method adapts the learning rate by dividing by the square root of a sum of squared gradients. Because this sum on the denominator is increasing, the method can only decrease step sizes over time, and requires a learning rate scaling hyper-parameter to be carefully tuned. To overcome this restriction, we introduce GradaGrad, a method in the same family that naturally grows or shrinks the learning rate based on a different accumulation in the denominator, one that can both increase and decrease. We show that it obeys a similar convergence rate as AdaGrad and demonstrate its…
Penalty schemes with inertial effects for monotone inclusion problems
本文提出一种基于惩罚项的分裂算法，用于求解包含最大单调算子和凸正常 cone 的单调包含问题，证明了弱泛化收敛性，并在强单调性假设下实现强非泛化收敛。
We study the worst-case complexity of a non-monotone line search framework that covers a wide variety of known techniques published in the literature. In this framework, the non-monotonicity is controlled by a sequence of nonnegative parameters. We obtain complexity bounds to achieve approximate first-order optimality even when this sequence is not summable.
Coupled Adaptable Backward-Forward-Backward Resolvent Splitting Algorithm (CABRA): A Matrix-Parametrized Resolvent Splitting Method for the Sum of Maximal Monotone and Cocoercive Operators Composed with Linear Coupling Operators
本文提出矩阵参数化节俭分裂算法CABRA，结合半定规划选择参数以支持对角缩放、并行化与通信约束，并通过数值实验和多阶段随机规划应用验证其收敛加速效果。
Existence of Solutions for Non-monotone Variational Inequalities and Implications for Games
研究非单调变分不等式解的存在性，通过法映射性质给出充分条件，还探讨VI映射及其雅可比矩阵相关条件，用于确保法映射广义雅可比矩阵满秩，在博弈中解释结果并给出纳什均衡充分条件，可断言解的存在性，优于现有结果。
An adaptive forward-backward-forward splitting algorithm for solving pseudo-monotone inclusions
本文提出一种自适应前向-后向-前向分裂算法，用于求解分解为三个算子之和的伪单调算子包含问题，并基于自适应步长策略推导出次线性和线性/次线性收敛速率，数值实验验证了其优越性能。
Optimal Oracle Complexity for Finite-Sum Monotone Inclusions
本文提出一种切换正则化方法，在均方Lipschitz条件下实现有限和单调包含问题的最优预言机复杂度，达到$\mathcal{O}(n+\sqrt{n}LR/\varepsilon)$的期望分量评估次数，并证明其匹配下界。
Projective splitting with backward, half-forward and proximal-Newton steps
本文提出一种投影分裂算法，用于求解具有四块内部结构的多项复合单调包含问题，结合后向、半前向和近端牛顿步，并证明了算法的弱收敛性。
The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally monotone operator and a linear skew-adjoint operator. An algorithmic framework is developed for solving this generic problem in a Hilbert space setting. New primal-dual splitting algorithms are derived from this framework for inclusions involving composite monotone operators, and convergence results are established. These algorithms draw their simplicity and effic…
On the Douglas-Rachford and Peaceman-Rachford algorithms in the presence of uniform monotonicity and the absence of minimizers
本文证明了在一致单调且$3^*$单调（非次微分）条件下，Douglas-Rachford与Peaceman-Rachford算法的影子序列收敛性，并用数值实验验证。
The splitting algorithms of monotone operator theory find zeros of sums of relations. This corresponds to solving series or parallel one-port electrical circuits, or the negative feedback interconnection of two subsystems. One-port circuits with series and parallel interconnections, or block diagrams with multiple forward and return paths, give rise to current-voltage relations consisting of nested sums and inverses. In this extended abstract, we present new splitting algorithms specially suited to these structures, for interconnections of monotone and anti-monotone relations.
We study the problem of maximizing a stochastic monotone submodular function with respect to a matroid constraint. Due to the presence of diminishing marginal values in real-world problems, our model can capture the effect of stochasticity in a wide range of applications. We show that the adaptivity gap -- the ratio between the values of optimal adaptive and optimal non-adaptive policies -- is bounded and is equal to e/(e-1). We propose a polynomial-time non-adaptive policy that achieves this bound. We also present an adaptive myopic policy that obtains at least half of the optimal value. Furt…
Certifying Concavity and Monotonicity in Games via Sum-of-Squares Hierarchies
通过求和平方层次结构验证博弈的凹性和单调性，提供多项式时间算法和近似方法。
This paper investigates first-order variable metric backward forward dynamical systems associated with monotone inclusion and convex minimization problems in real Hilbert space. The operators are chosen so that the backward-forward dynamical system is closely related to the forward-backward dynamical system and has the same computational complexity. We show existence, uniqueness, and weak asymptotic convergence of the generated trajectories and strong convergence if one of the operators is uniformly monotone. We also establish that an equilibrium point of the trajectory is globally exponential…
Inertial Douglas-Rachford splitting for monotone inclusion problems
本文提出一种惯性 Douglas-Rachford 分解算法，用于求解 Hilbert 空间中两个极大单调算子之和的零点，并分析其收敛性。通过产品空间方法，将结果应用于求解涉及线性复合和并行和类型算子的单调包含问题，提供单独访问极大单调映射的迭代方案。
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