2021/04/12 by Minh N. Dao, Dao, Minh N., Hung M. Phan +1
Computer Science · Mathematics · #Optimization and Variational Analysis #Advanced Optimization Algorithms Research #Approximation Theory and Sequence Spaces
paper · pdf · doi:10.48550/arxiv.2104.05460
Splitting algorithms for finding a zero of sum of operators often involve multiple steps which are referred to as forward or backward steps. Forward steps are the explicit use of the operators and backward steps involve the operators implicitly via their resolvents. In this paper, we study an adaptive splitting algorithm for finding a zero of the sum of three operators. We assume that two of the operators are generalized monotone and their resolvents are computable, while the other operator is cocoercive but its resolvent is missing or costly to compute. Our splitting algorithm adapts new parameters to the generalized monotonicity of the operators and, at the same time, combines appropriate forward and backward steps to guarantee convergence to a solution of the problem.