Abstract
Moreau’s decomposition is a powerful nonlinear hilbertian analysis tool that has been used in various areas of optimization and applied mathematics. In this paper, it is extended to reflexive Banach spaces and in the context of generalized proximity measures. This extension unifies and significantly improves upon existing results.
Similar content being viewed by others
References
Alber, Y.I.: Metric and generalized projection operators in Banach spaces: properties and applications. In: Kartsatos, A. (ed.) Theory and Applications of Nonlinear Operators of Accretive and Monotone Type, pp. 15–50. Marcel Dekker, New York (1996)
Alber, Y.I.: Decomposition theorems in Banach spaces. In: Operator Theory and Its Applications, vol. 25, pp. 77–93. Fields Institute Communications, AMS, Providence, RI (2000)
Alber, Y.I.: James orthogonality and orthogonal decompositions of Banach spaces. J. Math. Anal. Appl. 312, 330–342 (2005)
Attouch, H., Brézis, H.: Duality for the sum of convex functions in general Banach spaces. In: Aspects of Mathematics and Its Applications, pp. 125–133. North-Holland, Amsterdam (1986)
Bauschke, H.H., Borwein, J.M., Combettes, P.L.: Essential smoothness, essential strict convexity, and Legendre functions in Banach spaces. Commun. Contemp. Math. 3, 615–647 (2001)
Bauschke, H.H., Borwein, J.M., Combettes, P.L.: Bregman monotone optimization algorithms. SIAM J. Control Optim. 42, 596–636 (2003)
Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Springer, New York (2011)
Borwein, J.M., Vanderwerff, J.D.: Convex functions of Legendre type in general Banach spaces. J. Convex Anal. 8, 569–581 (2001)
Brogliato, B., Daniilidis, A., Lemaréchal, C., Acary, V.: On the equivalence between complementarity systems, projected systems and differential inclusions. Syst. Control Lett. 55, 45–51 (2006)
Censor, Y., Zenios, S.A.: Proximal minimization algorithm with D-functions. J. Optim. Theory Appl. 73, 451–464 (1992)
Christensen, O.: Frames and Bases—An Introductory Course. Birkhäuser, Boston, MA (2008)
Collins, W.D.: Dual extremum principles and Hilbert space decompositions. In: Duality and Complementarity in Mechanics of Solids, pp. 351–418. Ossolineum, Wrocław (1979)
Combettes, P.L., Dũng, D.: Dualization of signal recovery problems. Set-Valued Var. Anal. 18, 373–404 (2010)
Combettes, P.L., Pesquet, J.-C.: Proximal thresholding algorithm for minimization over orthonormal bases. SIAM J. Optim. 18, 1351–1376 (2007)
Combettes, P.L., Wajs, V.R.: Signal recovery by proximal forward-backward splitting. Multiscale Model. Simul. 4, 1168–1200 (2005)
Han, S.-P., Mangasarian, O.L.: Conjugate cone characterization of positive definite and semidefinite matrices. Linear Algebra Appl. 56, 89–103 (1984)
Hiriart-Urruty, J.-B., Plazanet, Ph.: Moreau’s decomposition theorem revisited. Ann. Inst. H. Poincaré Anal. Non Linéaire 6, 325–338 (1989)
Hiriart-Urruty, J.-B., Seeger, A.: A variational approach to copositive matrices. SIAM Rev. 52, 593–629 (2010)
Hu, Y.H., Song, W.: Weak sharp solutions for variational inequalities in Banach spaces. J. Math. Anal. Appl. 374, 118–132 (2011)
Lescarret, C.: Applications “prox” dans un espace de Banach. C. R. Acad. Sci. Paris Sér. A Math. 265, 676–678 (1967)
Lucet, Y.: What shape is your conjugate? A survey of computational convex analysis and its applications. SIAM Rev. 52, 505–542 (2010)
Moreau, J.-J.: Décomposition orthogonale d’un espace hilbertien selon deux cônes mutuellement polaires. C. R. Acad. Sci. Paris Sér. A Math. 255, 238–240 (1962)
Moreau, J.-J.: Fonctions convexes duales et points proximaux dans un espace hilbertien. C. R. Acad. Sci. Paris Sér. A Math. 255, 2897–2899 (1962)
Moreau, J.-J.: Sur la fonction polaire d’une fonction semi-continue supérieurement. C. R. Acad. Sci. Paris Sér. A Math. 258, 1128–1130 (1964)
Moreau, J.-J.: Proximité et dualité dans un espace hilbertien. Bull. Soc. Math. France 93, 273–299 (1965)
Rockafellar, R.T.: Level sets and continuity of conjugate convex functions. Trans. Am. Math. Soc. 123, 46–63 (1966)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)
Rockafellar, R.T.: Moreau’s proximal mappings and convexity in Hamilton-Jacobi theory. In: Nonsmooth Mechanics and Analysis, pp. 3–12. Springer, New York (2006)
Schöpfer, F., Schuster, T., Louis, A.K.: Metric and Bregman projections onto affine subspaces and their computation via sequential subspace optimization methods. J. Inverse Ill-Posed Probl. 16, 479–506 (2008)
Song, W., Cao, Z.: The generalized decomposition theorem in Banach spaces and its applications. J. Approx. Theory 129, 167–181 (2004)
Teboulle, M.: Entropic proximal mappings with applications to nonlinear programming. Math. Oper. Res. 17, 670–690 (1992)
Wexler, D.: Prox-mappings associated with a pair of Legendre conjugate functions. Rev. Française Automat. Informat. Recherche Opérationnelle 7, 39–65 (1973)
Zălinescu, C.: Convex Analysis in General Vector Spaces. World Scientific, River Edge (2002)
Acknowledgment
The authors thank one of the referees for making some valuable comments.
Author information
Authors and Affiliations
Corresponding author
Additional information
The work of P. L. Combettes was supported by the Agence Nationale de la Recherche under grant ANR-08-BLAN-0294-02.
Rights and permissions
About this article
Cite this article
Combettes, P.L., Reyes, N.N. Moreau’s decomposition in Banach spaces. Math. Program. 139, 103–114 (2013). https://doi.org/10.1007/s10107-013-0663-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10107-013-0663-y
Keywords
- Banach space
- Bregman distance
- Convex optimization
- Infimal convolution
- Legendre function
- Moreau’s decomposition
- Proximity operator