Weak convergence of an extended splitting method for monotone inclusions

Yunda Dong ()
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Yunda Dong: Zhengzhou University

Journal of Global Optimization, 2021, vol. 79, issue 1, No 10, 257-277

Abstract: Abstract In this article, we consider the problem of finding zeros of monotone inclusions of three operators in real Hilbert spaces, where the first operator’s inverse is strongly monotone and the third is linearly composed, and we suggest an extended splitting method. This method allows relative errors and is capable of decoupling the third operator from linear composition operator well. At each iteration, the first operator can be processed with just a single forward step, and the other two need individual computations of the resolvents. If the first operator vanishes and linear composition operator is the identity one, then it coincides with a known method. Under the weakest possible conditions, we prove its weak convergence of the generated primal sequence of the iterates by developing a more self-contained and less convoluted techniques. Our suggested method contains one parameter. When it is taken to be either zero or two, our suggested method has interesting relations to existing methods. Furthermore, we did numerical experiments to confirm its efficiency and robustness, compared with other state-of-the-art methods.

Keywords: Monotone inclusions; Splitting method; Scaling factors; Weak convergence; 58E35; 65K15 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10898-020-00940-w

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