Resolvent and Proximal Compositions

Abstract: We introduce the resolvent composition, a monotonicity-preserving operation between a linear operator and a set-valued operator, as well as the proximal composition, a convexity-preserving operation between a linear operator and a function. The two operations are linked by the fact that, under mild assumptions, the subdifferential of the proximal composition of a convex function is the resolvent composition of its subdifferential. The resolvent and proximal compositions are shown to encapsulate known concepts, such as the resolvent and proximal averages, as well as new operations pertinent to the analysis of equilibrium problems. A large core of properties of these compositions is established and several instantiations are discussed. Applications to the relaxation of monotone inclusion and convex optimization problems are presented.