Abstract
The nonlinear, or warped, resolvent recently explored by Giselsson and Bùi-Combettes has been used to model a large set of existing and new monotone inclusion algorithms. To establish convergent algorithms based on these resolvents, corrective projection steps are utilized in both works. We present a different way of ensuring convergence by means of a nonlinear momentum term, which in many cases leads to cheaper per-iteration cost. The expressiveness of our method is demonstrated by deriving a wide range of special cases. These cases cover and expand on the forward-reflected-backward method of Malitsky-Tam, the primal-dual methods of Vũ-Condat and Chambolle-Pock, and the forward-reflected-Douglas-Rachford method of Ryu-Vũ. A new primal-dual method that uses an extra resolvent step is also presented as well as a general approach for adding momentum to any special case of our nonlinear forward-backward method, in particular all the algorithms listed above.
Original language | English |
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Article number | 37 |
Journal | Set-Valued and Variational Analysis |
Volume | 31 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2023 |
Subject classification (UKÄ)
- Control Engineering
Free keywords
- Forward-backward splitting
- Forward-reflected-backward splitting
- Four-operator splitting
- Momentum
- Monotone inclusions
- Nonlinear resolvent
- Primal-dual splitting