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Monotone operators, especially in the form of subdifferential operators, are of basic importance in optimization. It is well known since Minty, Rockafellar, and Bertsekas-Eckstein that in Hilbert space, monotone operators can be understood…
We formulate the issue of minimality of self-adjoint operators on a Hilbert space as a semi-definite problem, linking the work by Overton in [1] to the characterization of minimal hermitian matrices. This motivates us to investigate the…
Operator monotone functions, introduced by Lowner in 1934, are an important class of real-valued functions. They arise naturally in matrix and operator theory and have various applications in other branches of mathematics and related…
Any maximal monotone operator can be characterized by a convex function. The family of such convex functions is invariant under a transformation connected with the Fenchel-Legendre conjugation. We prove that there exist a convex…
Monotone operators are of basic importance in optimization as they generalize simultaneously subdifferential operators of convex functions and positive semidefinite (not necessarily symmetric) matrices. In 1970, Asplund studied the additive…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…
New perspectives, proofs, and some extensions of known results are presented concerning the behavior of the Fitzpatrick function of a monotone type operator in the general context of a locally convex space.
We study finitely cyclic self-adjoint operators in a Hilbert space, i.e. self-adjoint operators that posses such a finite subset in the domain that the orbits of all its elements with respect to the operator are linearly dense in the space.…
Using the Fitzpatrick function, we characterize the solutions for different classes of deterministic and stochastic differential equations driven by maximal monotone operators (or in particular subdifferential operators) as the minimum…
Devinatz, Nussbaum and von Neumann established some important results on the strong commutativity of self-adjoint and normal unbounded operators. In this paper, we prove results in the same spirit.
Let $(A_1,\cdots,A_n)$ and $(B_1,\cdots,B_n)$ be $n$-tuples of commuting self-adjoint operators on Hilbert space. For functions $f$ on $\R^n$ satisfying certain conditions, we obtain sharp estimates of the operator norms (or norms in…
In a previous paper, the authors showed that in a reflexive Banach space the lower limit of a sequence of maximal monotone operators is always representable by a convex function. The present paper gives precisions to the latter result by…
We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…
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…
While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…
We give a self-contained and introductory account of some basic functional analytic tools needed to understand maximal monotone operators in Hilbert spaces. We review domains of (possibly unbounded) operators, closed sets and closed…
The problem of approximating the discrete spectra of families of self-adjoint operators that are merely strongly continuous is addressed. It is well-known that the spectrum need not vary continuously (as a set) under strong perturbations.…
Resolvent compositions were recently introduced as monotonicity-preserving operations that combine a set-valued monotone operator and a bounded linear operator. They generalize in particular the notion of a resolvent average. We analyze the…
Recently, the authors studied the connection between each maximal monotone operator T and a family H(T) of convex functions. Each member of this family characterizes the operator and satisfies two particular inequalities. The aim of this…