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Splitting the Forward-Backward Algorithm: A Full Characterization
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We study frugal splitting algorithms with minimal lifting for solving monotone inclusion problems involving sums of maximal monotone and cocoercive operators. Building on a foundational result by Ryu, we fully characterize all methods that use only individual resolvent evaluations, direct evaluations of cocoercive operators, and minimal memory resources while ensuring convergence via averaged fixed-point iterations. We show that all such methods are captured by a unified framework, which includes known schemes and enables new ones with promising features. Systematic numerical experiments lead us to propose three design heuristics to achieve excellent performances in practice, yielding significant gains over existing methods.
Forward citations
Cited by 3 Pith papers
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A frugal primal-dual splitting with minimal lifting over arbitrary rooted trees
A new tree-structured primal-dual splitting algorithm solves a broad class of monotone inclusions with minimal lifting, recovering Douglas–Rachford and Chambolle–Pock as special cases.
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Relocated Fixed-Point Iterations with Applications to Variable Stepsize Resolvent Splitting
The relocated fixed-point iteration framework proves weak convergence of variable-stepsize Douglas-Rachford and resolvent splitting methods without requiring a common fixed point.
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A primal-dual splitting algorithm for monotone inclusions with applications
A new primal-dual splitting method for structured monotone inclusions that generalizes prior algorithms, requires one resolvent evaluation per step, and proves weak convergence under monotonicity plus strong convergen...
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