Resolvent of the parallel composition and the proximity operator of the infimal postcomposition

Abstract

In this paper we provide the resolvent computation of the parallel composition of a maximally monotone operator by a linear operator under mild assumptions. Connections with a modification of the warped resolvent are provided. In the context of convex optimization, we obtain the proximity operator of the infimal postcomposition of a convex function by a linear operator and we relax full range conditions on the linear operator to mild qualification conditions. We also introduce a generalization of the proximity operator involving a general linear bounded operator leading to a generalization of Moreau’s decomposition for composite convex optimization.