A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity
Optimization and Control
2020-05-08 v4
Abstract
In this work, we propose a simple modification of the forward-backward splitting method for finding a zero in the sum of two monotone operators. Our method converges under the same assumptions as Tseng's forward-backward-forward method, namely, it does not require cocoercivity of the single-valued operator. Moreover, each iteration only requires one forward evaluation rather than two as is the case for Tseng's method. Variants of the method incorporating a linesearch, relaxation and inertia, or a structured three operator inclusion are also discussed.
Keywords
Cite
@article{arxiv.1808.04162,
title = {A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity},
author = {Yura Malitsky and Matthew K. Tam},
journal= {arXiv preprint arXiv:1808.04162},
year = {2020}
}
Comments
20 pages, 1 figure