The Splitting Algorithms by Ryu, by Malitsky–Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection

DOI10.1137/22M1483165arXiv2203.03832OpenAlexW4380609297MaRDI QIDQ6158002FDOQ6158002

Shambhavi Singh, Xianfu Wang, Heinz H. Bauschke

Publication date: 22 June 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that the resolvents of the operators are available, this problem can be tackled with the Douglas-Rachford algorithm. However, when dealing with three or more operators, one must work in a product space with as many factors as there are operators. In groundbreaking recent work by Ryu and by Malitsky and Tam, it was shown that the number of factors can be reduced by one. A similar reduction was achieved recently by Campoy through a clever reformulation originally proposed by Kruger. All three splitting methods guarantee weak convergence to some solution of the underlying sum problem; strong convergence holds in the presence of uniform monotonicity. In this paper, we provide a case study when the operators involved are normal cone operators of subspaces and the solution set is thus the intersection of the subspaces. Even though these operators lack strict convexity, we show that striking conclusions are available in this case: strong (instead of weak) convergence and the solution obtained is (not arbitrary but) the projection onto the intersection. Numerical experiments to illustrate our results are also provided.

Full work available at URL: https://arxiv.org/abs/2203.03832

zbMATH Keywords

Hilbert spacebest approximationnonexpansive mappingresolventmaximally monotone operatorlinear convergenceintersection of subspacesCampoy splittingMalitsky-Tam splittingRyu splitting

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical methods based on nonlinear programming (49M37) Best approximation, Chebyshev systems (41A50) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Decomposition methods (49M27) Applications of generalized inverses (15A10)

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Cited In (2)

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• Distributed forward-backward methods for ring networks

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