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Reflected three-operator splitting method for monotone inclusion problem

Olaniyi S. Iyiola, Cyril Dennis Enyi, Yekini Shehu

2021Optimization methods & software15 citationsDOI

Abstract

In this paper, we consider reflected three-operator splitting methods for monotone inclusion problems in real Hilbert spaces. To do this, we first obtain weak convergence analysis and nonasymptotic O(1/n) convergence rate of the reflected Krasnosel'skiĭ-Mann iteration for finding a fixed point of nonexpansive mapping in real Hilbert spaces under some seemingly easy to implement conditions on the iterative parameters. We then apply our results to three-operator splitting for the monotone inclusion problem and consequently obtain the corresponding convergence analysis. Furthermore, we derive reflected primal-dual algorithms for highly structured monotone inclusion problems. Some numerical implementations are drawn from splitting methods to support the theoretical analysis.

Topics & Concepts

Monotone polygonHilbert spaceMathematicsConvergence (economics)Operator (biology)Strongly monotoneOperator splittingFixed pointRate of convergencePseudo-monotone operatorApplied mathematicsIterative methodMathematical optimizationDiscrete mathematicsMathematical analysisFinite-rank operatorComputer scienceBanach spaceOperator spaceTranscription factorEconomic growthRepressorBiochemistryChannel (broadcasting)Computer networkGeometryEconomicsGeneChemistryOptimization and Variational AnalysisAdvanced Optimization Algorithms ResearchNumerical methods in inverse problems