Duality Perspective on Nonlinear Eigenproblems

Abstract

We investigate nonlinear eigenproblems for a broad class of proper, closed, convex functionals in reflexive Banach spaces. We develop a dual formulation of the nonlinear eigenproblem using the Fenchel conjugate and establish an equivalence to the primal problem. Further, we introduce a duality gap and a geometric characterization of eigenvectors that apply in general Banach spaces. We interpret the dual problem as the eigenproblem for the inverse operator of the primal problem. Concerning numerical methods for solving nonlinear eigenproblems, we analyze the inverse power method, framed as a dual power method, showing strong convergence in the case of absolutely p-homogeneous functionals. Our theoretical results are validated by extensive numerical experiments for the p-Laplacian. We further connect the flow-based proximal power method from the literature to the inverse power method and discuss two numerical approaches to approximate higher-order nonlinear eigenfunctions.