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Generalized Bregman envelopes and proximity operators

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 Added by Scott Lindstrom
 Publication date 2021
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and research's language is English




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Every maximally monotone operator can be associated with a family of convex functions, called the Fitzpatrick family or family of representative functions. Surprisingly, in 2017, Burachik and Martinez-Legaz showed that the well-known Bregman distance is a particular case of a general family of distances, each one induced by a specific maximally monotone operator and a specific choice of one of its representative functions. For the family of generalized Bregman distances, sufficient conditions for convexity, coercivity, and supercoercivity have recently been furnished. Motivated by these advances, we introduce in the present paper the generalized left and right envelopes and proximity operators, and we provide asymptotic results for parameters. Certain results extend readily from the more specific Bregman context, while others only extend for certain generalized cases. To illustrate, we construct examples from the Bregman generalizing case, together with the natural extreme cases that highlight the importance of which generalized Bregman distance is chosen.



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Recently, a new distance has been introduced for the graphs of two point-to-set operators, one of which is maximally monotone. When both operators are the subdifferential of a proper lower semicontinuous convex function, this distance specializes under modest assumptions to the classical Bregman distance. We name this new distance the generalized Bregman distance, and we shed light on it with examples that utilize the other two most natural representative functions: the Fitzpatrick function and its conjugate. We provide sufficient conditions for convexity, coercivity, and supercoercivity: properties that are essential for implementation in proximal point type algorithms. We establish these results for both the left and right variants of this new distance. We construct examples closely related to the Kullback--Leibler divergence, which was previously considered in the context of Bregman distances, and whose importance in information theory is well known. In so doing, we demonstrate how to compute a difficult Fitzpatrick conjugate function, and we discover natural occurrences of the Lambert $W$ function, whose importance in optimization is of growing interest.
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In a recent paper in Journal of Convex Analysis the authors studied, in non-reflexive Banach spaces, a class of maximal monotone operators, characterized by the existence of a function in Fitzpatricks family of the operator which conjugate is above the duality product. This property was used to prove that such operators satisfies a restricted version of Brondsted-Rockafellar property. In this work we will prove that if a single Fitzpatrick function of a maximal monotone operator has a conjugate above the duality product, then all Fitzpatrick function of the operator have a conjugate above the duality product. As a consequence, the family of maximal monotone operators with this property is just the class NI, previously defined and studied by Simons. We will also prove that an auxiliary condition used by the authors to prove the restricted Brondsted-Rockafellar property is equivalent to the assumption of the conjugate of the Fitzpatrick function to majorize the duality product.
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