Work

A three-operator splitting scheme derived from three-block ADMM

Year: 2025

Type: article

Abstract: This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems involving three operators. For solving a composite convex minimization of a sum of three functions, its formula resembles but is different from Davis-Yin splitting and the dual formulation of the classical three-block ADMM. Numerical tests suggest that such a splitting scheme is robust in the sense of allowing larger step sizes. When two functions have orthogonal domains, the splitting operator can be proven 1/2-averaged, which implies convergence of the iteration scheme using any positive step size.

Source: Optimization and Engineering

DOI: 10.1007/s11081-025-10060-7

Authors: Anshika Anshika, Jiaxing Li, Debdas Ghosh, Xiangxiong Zhang

Institutions: Indian Institute of Technology BHU, Banaras Hindu University, Purdue University West Lafayette

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,190

Funders: National Science Foundation, Purdue University, Science and Engineering Research Board, Division of Mathematical Sciences