A family of operator splitting methods for maximal monotone operators is investigated.It generalizes the Douglas–Peaceman–Rachford–Varga class of methods in the way that it allows the scaling parameters to vary from iteration to iteration non-monotonically.Conditions for convergence of methods within this family and for obtaining a linear rate of convergence are given. These conditions cover more general cases than the existing ones.
In this paper, we consider the proximal point algorithm for the problem of finding zeros of any given maximal monotone operator in an infinite-dimensional Hilbert space. For the usual distance between the origin and the operator’s value at each iterate, we put forth a new idea to achieve a new result on the speed at which the distance sequence tends to zero globally, provided that the problem’s solution set is nonempty and the sequence of squares of the regularization parameters is nonsummable. We show that it is comparable to a classical result of Brézis and Lions in general and becomes better whenever the proximal point algorithm does converge strongly.
In this article, we consider monotone inclusions of three operators in real Hilbert spaces and suggest an inertial version of a generalized Douglas-Rachford splitting. Under standard assumptions, we prove its weak and strong convergence properties. The newly-developed proof techniques are based on the characteristic operator and thus are more self-contained and less convoluted. Rudimentary experiments demonstrated that our suggested inertial splitting method can efficiently solve some large-scale test problems.
In this article, we consider the problem of finding a zero of systems of monotone inclusions in real Hilbert spaces.Furthermore, each monotone inclusion consists of three operators and the third is linearly composed. We suggest a splitting method for solving them, At each iteration, for each monotone inclusion, it mainly needs computations of three resolvents for individual operator. This method can be viewed as a powerful extension of the classical Douglas–Rachford splitting. Under the weakest possible assumptions, by introducing and using the characteristic operator, we analyze its weak convergence.