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

作者:

Highlights:

• We develop 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.

• The inspiration for the proposed algorithms arises from interpretations of the reflected splitting algorithms as discretisations of the continuous-time proximal point algorithm.

摘要

•We develop 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.•The inspiration for the proposed algorithms arises from interpretations of the reflected splitting algorithms as discretisations of the continuous-time proximal point algorithm.

论文关键词:operator splitting,monotone operators,dynamical systems

论文评审过程:Received 21 January 2020, Revised 10 March 2020, Accepted 21 March 2020, Available online 5 May 2020, Version of Record 5 May 2020.

论文官网地址:https://doi.org/10.1016/j.amc.2020.125248