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Xianfu Wang

Publications and source records attributed to Xianfu Wang.

At least 55 records · Page 3Linked to original sources
arXiv2019

Multi-marginal maximal monotonicity and convex analysis

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.

math.FA↗
arXiv2019

Maximally monotone operators with ranges whose closures are not convex and an answer to a recent question by Stephen Simons

In his recent Proceedings of the AMS paper "Gossez's skew linear map and its pathological maximally monotone multifunctions", Stephen Simons proved that the closure of the range of the sum of the Gossez operator and a multiple of the duality map is nonconvex whenever the scalar is between 0 and 4. The problem of the convexity of that range when the scalar is equal to 4 was explicitly stated. In this paper, we answer this question in the negative for any scalar greater than or equal to 4. We derive this result from an abstract framework that allows us to also obtain a corresponding result for the Fitzpatrick-Phelps integral operator.

math.FA↗
arXiv2019

Proximal mappings and Moreau envelopes of single-variable convex piecewise cubic functions and multivariable gauge functions

This work presents a collection of useful properties of the Moreau envelope for finite-dimensional, proper, lower semicontinuous, convex functions. In particular, gauge functions and piecewise cubic functions are investigated and their Moreau envelopes categorized. Characterizations of convex Moreau envelopes are established; topics include strict convexity, strong convexity and Lipschitz continuity.

math.FA↗
arXiv2019

Epiconvergence, the Moreau envelope and generalized linear-quadratic functions

This work introduces the class of generalized linear-quadratic functions, constructed using maximally monotone symmetric linear relations. Calculus rules and properties of the Moreau envelope for this class of functions are developed. In finite dimensions, on a metric space defined by Moreau envelopes, we consider the epigraphical limit of a sequence of quadratic functions and categorize the results. We explore the question of when a quadratic function is a Moreau envelope of a generalized linear-quadratic function; characterizations involving nonexpansiveness and Lipschitz continuity are established. This work generalizes some results by Hiriart-Urruty and by Rockafellar and Wets.

math.FA↗
arXiv2019

A proximal average for prox-bounded functions

In this work, we construct a proximal average for two prox-bounded functions, which recovers the classical proximal average for two convex functions. The new proximal average transforms continuously in epi-topology from one proximal hull to the other. When one of the functions is differentiable, the new proximal average is differentiable. We give characterizations for Lipschitz and single-valued proximal mappings and we show that the convex combination of convexified proximal mappings is always a proximal mapping. Subdifferentiability and behaviors of infimal values and minimizers are also studied.

math.FA↗
arXiv2019

Applying FISTA to optimization problems (with or) without minimizers

Beck and Teboulle's FISTA method for finding a minimizer of the sum of two convex functions, one of which has a Lipschitz continuous gradient whereas the other may be nonsmooth, is arguably the most important optimization algorithm of the past decade. While research activity on FISTA has exploded ever since, the mathematically challenging case when the original optimization problem has no minimizer has found only limited attention. In this work, we systematically study FISTA and its variants. We present general results that are applicable, regardless of the existence of minimizers.

math.OC↗
arXiv2019

Generalized monotone operators and their averaged resolvents

The correspondence between the monotonicity of a (possibly) set-valued operator and the firm nonexpansiveness of its resolvent is a key ingredient in the convergence analysis of many optimization algorithms. Firmly nonexpansive operators form a proper subclass of the more general - but still pleasant from an algorithmic perspective - class of averaged operators. In this paper, we introduce the new notion of conically nonexpansive operators which generalize nonexpansive mappings. We characterize averaged operators as being resolvents of comonotone operators under appropriate scaling. As a consequence, we characterize the proximal point mappings associated with hypoconvex functions as cocoercive operators, or equivalently; as displacement mappings of conically nonexpansive operators. Several examples illustrate our analysis and demonstrate tightness of our results.

math.OC↗
arXiv2018

On circumcenter mappings induced by nonexpansive operators

We introduce the circumcenter mapping induced by a set of (usually nonexpansive) operators. One prominent example of a circumcenter mapping is the celebrated Douglas--Rachford splitting operator. Our study is motivated by the Circumcentered--Douglas--Rachford method recently introduced by Behling, Bello Cruz, and Santos in order to accelerate the Douglas--Rachford method for solving certain classes of feasibility problems. We systematically explore the properness of the circumcenter mapping induced by reflectors or projectors. Numerous examples are presented. We also present a version of Browder's demiclosedness principle for circumcenter mappings.

math.OC↗
arXiv2018

On sums and convex combinations of projectors onto convex sets

The projector onto the Minkowski sum of closed convex sets is generally not equal to the sum of individual projectors. In this work, we provide a complete answer to the question of characterizing the instances where such an equality holds. Our results unify and extend the case of linear subspaces and Zarantonello's results for projectors onto cones. A detailed analysis in the case of convex combinations is also carried out. We establish the partial sum property for projectors onto convex cones, and we also present various examples as well as a detailed analysis in the univariate case.

math.OC↗
arXiv2018

On circumcenters of finite sets in Hilbert spaces

A well-known object in classical Euclidean geometry is the circumcenter of a triangle, i.e., the point that is equidistant from all vertices. The purpose of this paper is to provide a systematic study of the circumcenter of sets containing finitely many points in Hilbert space. This is motivated by recent works of Behling, Bello Cruz, and Santos on accelerated versions of the Douglas--Rachford method. We present basic results and properties of the circumcenter. Several examples are provided to illustrate the tightness of various assumptions.

math.OC↗
arXiv2018

Secrecy Beamforming for SWIPT MISO Heterogeneous Cellular Networks

In this paper, we consider the secure transmission design for a multiple-input single-output Femtocell overlaid with a Macrocell in co-channel deployment. The Femtocell base station sends confidential messages to information receiving Femtocell users (FUs) and energy signals to energy receiving (ER) FUs while limiting the interference to Macrocell users (MUs). The ER FUs have the potential to wiretap the confidential messages. By taking fairness into account, we propose a sum logarithmic secrecy rate maximization beamforming design problem under the interference constraints for MUs and energy harvesting (EH) constraints for ER FUs. The formulated design problem is nontrivial to solve due to the nonconvexity which lies in the objective and the constraints. To tackle the design problem, a semidefinite relaxation and successive convex approximation based algorithm is proposed. Simulation results demonstrate the effectiveness of the proposed beamforming design.

cs.IT↗
arXiv2018

Projecting onto the intersection of a cone and a sphere

The projection onto the intersection of sets generally does not allow for a closed form even when the individual projection operators have explicit descriptions. In this work, we systematically analyze the projection onto the intersection of a cone with either a ball or a sphere. Several cases are provided where the projector is available in closed form. Various examples based on finitely generated cones, the Lorentz cone, and the the cone of positive semidefinite matrices are presented. The usefulness of our formulae is illustrated by numerical experiments for determining copositivity of real symmetric matrices.

math.OC↗
arXiv2017

A class of multi-marginal c-cyclically monotone sets with explicit c-splitting potentials

Multi-marginal optimal transport plans are concentrated on c-splitting sets. It is known that, similar to the two-marginal case, c-splitting sets are c-cyclically monotone. Within a suitable framework, the converse implication was very recently established by Griessler. However, for an arbitrary cost c, given a multi-marginal c-cyclically monotone set, the question whether there exists an analogous explicit construction to the one from the two-marginal case of c-splitting potentials is still open. When the margins are one-dimensional and the cost belongs to a certain class, Carlier proved that the two-marginal projections of a c-splitting set are monotone. For arbitrary products of sets equipped with cost functions which are sums of two-marginal costs, we show that the two-marginal monotonicity condition is a sufficient condition which does give rise to an explicit construction of c-splitting potentials. Our condition is, in principle, easier to verify than the one of multi-marginal c-cyclic monotonicity. Various examples illustrate our results. We show that, in general, our condition is sufficient; however, it is not necessary. On the other hand, we conclude that when the margins are one-dimensional equipped with classical cost functions, our condition is a characterization of c-splitting sets and extends classical convex analysis.

math.OC↗
arXiv2016

The resolvent order: a unification of the orders by Zarantonello, by Loewner, and by Moreau

We introduce and investigate the resolvent order, which is a binary relation on the set of firmly nonexpansive mappings. It unifies well-known orders introduced by Loewner (for positive semidefinite matrices) and by Zarantonello (for projectors onto convex cones). A connection with Moreau's order of convex functions is also presented. We also construct partial orders on (quotient sets of) proximal mappings and convex functions. Various examples illustrate our results.

math.FA↗
arXiv2016

On Douglas-Rachford operators that fail to be proximal mappings

The problem of finding a zero of the sum of two maximally monotone operators is of central importance in optimization. One successful method to find such a zero is the Douglas-Rachford algorithm which iterates a firmly nonexpansive operator constructed from the resolvents of the given monotone operators. In the context of finding minimizers of convex functions, the resolvents are actually proximal mappings. Interestingly, as pointed out by Eckstein in 1989, the Douglas-Rachford operator itself may fail to be a proximal mapping. We consider the class of symmetric linear relations that are maximally monotone and prove the striking result that the Douglas-Rachford operator is generically not a proximal mapping.

math.OC↗
arXiv2015

Strongly convex functions, Moreau envelopes and the generic nature of convex functions with strong minimizers

In this work, using Moreau envelopes, we define a complete metric for the set of proper lower semicontinuous convex functions. Under this metric, the convergence of each sequence of convex functions is epi-convergence. We show that the set of strongly convex functions is dense but it is only of the first category. On the other hand, it is shown that the set of convex functions with strong minima is of the second category.

math.OC↗
arXiv2015

The resolvent average of monotone operators: dominant and recessive properties

Within convex analysis, a rich theory with various applications has been evolving since the proximal average of convex functions was first introduced over a decade ago. When one considers the subdifferential of the proximal average, a natural averaging operation of the subdifferentials of the averaged functions emerges. In the present paper we extend the reach of this averaging operation to the framework of monotone operator theory in Hilbert spaces, transforming it into the resolvent average. The theory of resolvent averages contains many desirable properties. In particular, we study a detailed list of properties of monotone operators and classify them as dominant or recessive with respect to the resolvent average. As a consequence, we recover a significant part of the theory of proximal averages. Furthermore, we shed new light on the proximal average and present novel results and desirable properties the proximal average possesses which have not been previously available.

math.OC↗