Resolvent Ellipsoid for Minty Set Inclusions
Abstract
We study Minty set inclusion on a compact convex set with a set-valued operator . Under the Minty promise, the goal is to compute and such that . Our approach is geometric. We work in the fixed-scale constrained-resolvent oracle model, where a query at anchor is assumed to return a resolvent point together with the Yosida vector . We prove that each oracle response yields a sharp dichotomy: either the returned point provides an -SVI certificate, or the Yosida vector defines a strict separating normal for the Minty set. Thus, a single black-box resolvent query supplies either a certified candidate solution or a valid geometric cut. Combining this separation principle with the ellipsoid method, we obtain Resolvent-Ellipsoid, an algorithm that computes an -SVI in black-box oracle calls to the fixed-scale constrained resolvent. For monotone inclusions, our algorithm gives, to our knowledge, the first black-box guarantee in the fixed-scale resolvent model.
Related papers
See more related submissions when the market opens.