English

Resolvent of the parallel composition and proximity operator of the infimal postcomposition

Optimization and Control 2022-07-20 v2

Abstract

In this paper we provide the resolvent computation of the parallel composition of a maximally monotone operator by a linear operator under mild assumptions. Connections with a modification of the warped resolvent are provided. In the context of convex optimization, we obtain the proximity operator of the infimal postcomposition of a convex function by a linear operator and we extend full range conditions on the linear operator to mild qualification conditions. We also introduce a generalization of the proximity operator involving a general linear bounded operator leading to a generalization of Moreau's decomposition for composite convex optimization.

Keywords

Cite

@article{arxiv.2109.06771,
  title  = {Resolvent of the parallel composition and proximity operator of the infimal postcomposition},
  author = {Luis Briceño-Arias and Fernando Roldán},
  journal= {arXiv preprint arXiv:2109.06771},
  year   = {2022}
}