Multi-marginal maximal monotonicity and convex analysis
成果类型:
Article
署名作者:
Bartz, Sedi; Bauschke, Heinz H.; Phan, Hung M.; Wang, Xianfu
署名单位:
University of Massachusetts System; University of Massachusetts Lowell; University of British Columbia
刊物名称:
MATHEMATICAL PROGRAMMING
ISSN/ISSBN:
0025-5610
DOI:
10.1007/s10107-019-01433-9
发表日期:
2021
页码:
385-408
关键词:
摘要:
Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions of classical monotone operator theory and convex analysis into the multi-marginal setting. We characterize multi-marginal c-monotonicity in terms of classical monotonicity and firmly nonexpansive mappings. We provide Minty type, continuity and conjugacy criteria for multi-marginal maximal monotonicity. We extend the partition of the identity into a sum of firmly nonexpansive mappings and Moreau's decomposition of the quadratic function into envelopes and proximal mappings into the multi-marginal settings. We illustrate our discussion with examples and provide applications for the determination of multi-marginal maximal monotonicity and multi-marginal conjugacy. We also point out several open questions.