Backward-Forward-Reflected-Backward Splitting for Three Operator Monotone Inclusions

DOI10.1016/J.AMC.2020.125248MaRDI QIDQ6333202arXivFDO

Authors Janosch Rieger, Matthew K. Tam

Publication date 20 January 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.AMC.2020.125248

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical methods for variational inequalities and related problems (65K15) Convex programming (90C25)

arXiv classification

math.OC

Abstract: In this work, we propose and analyse two splitting algorithms for finding a zero of the sum of three monotone operators, one of which is assumed to be Lipschitz continuous. Each iteration of these algorithms require one forward evaluation of the Lipschitz continuous operator and one resolvent evaluation of each of the other two operators. By specialising to two operator inclusions, we recover the forward-reflected-backward and the reflected-forward-backward splitting methods as particular cases. The inspiration for the proposed algorithms arises from interpretations of the aforementioned reflected splitting algorithms as discretisations of the continuous-time proximal point algorithm.

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