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The kernel average for two convex functions and its application to the extension and representation of monotone operators

Heinz Bauschke(bauschke***at***yahoo.com)
Xianfu Wang(shawn.wang***at***ubc.ca)

Abstract: We provide and analyze a based average for two convex functions, based on a kernel function. It covers several known averages such as the arithmetic average, epigraphical average, and the proximal average. When applied to the Fitzpatrick function and the conjugate of Fitzpatrick function associated with a monotone operator, our average produces an autoconjugate (also known as selfdual Lagrangian) which can be used for finding an explicit maximal monotone extension of the given monotone operator. This completely settles one of the open problems posed by Fitzpatrick in the setting of reflexive Banach spaces.

Keywords: Arithmetic average, autoconjugate, convex function, epigraphical average, Fenchel conjugate, Fitzpatrick function, monotone operator, proximal average, proximal mapping, selfdual Lagrangian.

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Citation:

Download: [PDF]

Entry Submitted: 05/09/2007
Entry Accepted: 05/10/2007
Entry Last Modified: 05/09/2007

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