904 CHAPTER 25. NONLINEAR OPERATORS
Using 25.7.60, it follows that〈Fxλ n + x∗
λ n+Bλ nxλ n −
(Fxλ m + x∗
λ m+Bλ mxλ m
),xλ n − xλ m
〉= 0
Thus〈Fxλ n + x∗
λ n−(Fxλ m + x∗
λ m
),xλ n − xλ m
〉+〈Bλ nxλ n −Bλ mxλ m ,xλ n − xλ m
〉= 0 (25.7.62)
Now F +A is surely monotone and so
lim supm,n→∞
〈Bλ nxλ n −Bλ mxλ m ,xλ n − xλ m
〉≤ 0
By Proposition 25.7.38, b∗ ∈ Bz and
limm,n→∞
〈Bλ nxλ n −Bλ mxλ m ,xλ n − xλ m
〉= 0
Then returning to 25.7.62,
lim supm,n→∞
〈Fxλ n + x∗
λ n−(Fxλ m + x∗
λ m
),xλ n − xλ m
〉≤ 0
Now from Lemma 25.7.39, F+A is maximal monotone. Hence Proposition 25.7.38 appliesagain and it follows that u∗+w∗ ∈ Fz+Az. Then passing to the limit as n→ ∞ in
x∗ = Fxλ n +Bλ nxλ n + x∗λ n
it follows thatx∗ = u∗+b∗+w∗ = Fz+Az+Bz
and this shows that A+B is maximal monotone because x∗ was arbitrary.You don’t need to assume all that stuff about 0 ∈ A(0) ,0 ∈ B(0) ,0 on interior of D(A)
and so forth.
Theorem 25.7.42 Suppose A,B are maximal monotone and the interior of D(A) has non-empty intersection with D(B). Then A+B is maximal monotone.
Proof: Let x0 be on the interior of D(A) and also in D(B). Let Â(x) = A(x0 + x)− x∗0where x∗0 ∈ A(x0) . Thus 0 ∈ D
(Â)
and 0 ∈ Â(0). Do the same thing for B to get B̂ definedsimilarly. Are these still maximal monotone? Suppose for all [u,u∗] ∈ G
(Â)
⟨y∗−u∗,y−u⟩ ≥ 0
Does it follow that y∗ ∈ Ây? It is given that u∗ ∈ A(x0 +u) . The above implies for all[u,u∗] ∈ G
(Â)
⟨y∗+ x∗0− (u∗+ x∗0) ,(y+ x0)− (u+ x0)⟩ ≥ 0
and since u+ x0 is a generic element of D(A) for u ∈ D(Â), the above implies y∗+ x∗0 ∈
A(y+ x0) and so y ∈ A(y+ x0)− x∗0 ≡ Â(y). Hence the graph is maximal. Similar forB̂. Thus the lemma can be applied to Â, B̂ to conclude that the sum of these is maximal