Uniqueness of DRS as the 2 operator resolvent-splitting and impossibility of 3 operator resolvent-splitting (Q2191769)
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English | Uniqueness of DRS as the 2 operator resolvent-splitting and impossibility of 3 operator resolvent-splitting |
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Uniqueness of DRS as the 2 operator resolvent-splitting and impossibility of 3 operator resolvent-splitting (English)
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26 June 2020
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The author explores two natural extension questions concerning the celebrated Douglas-Rachford splitting for proximal point algorithms and shows that it is the unique resolvent-splitting procedure for two maximally monotone operators, while a generalization of it to three such operators is impossible without avoiding the undesired effect of enlarging the problem size. Additionally, a novel resolvent-splitting method for three maximally monotone operators with provably minimal lifting that directly generalizes the Douglas-Rachford procedure is proposed. Numerical examples in signal denoising with outliers, portfolio optimization, and Poisson denoising with \(1D\) total variation illustrate the theoretical achievements.
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Douglas-Rachford splitting
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splitting methods
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maximal monotone operators
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lower bounds
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first-order methods
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