Journal of the Operations Research Society of China ›› 2021, Vol. 9 ›› Issue (2): 274-306.doi: 10.1007/s40305-020-00296-8

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Inexact Operator Splitting Method for Monotone Inclusion Problems

Yuan-Yuan Huang, Chang-He Liu, You-Lin Shang   

  1. School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471023, Henan, China
  • Received:2019-02-15 Revised:2019-08-06 Online:2021-06-30 Published:2021-06-08
  • Contact: Yuan-Yuan Huang, Chang-He Liu, You-Lin Shang E-mail:huangyuanyuan0505@163.com;changheliu@163.com;mathshang@sina.com
  • Supported by:
    This work was partially supported by the National Natural Science Foundations of China (Nos.11471102 and 11701150) and the Key Basic Research Foundation of the Higher Education Institutions of Henan Province (No.16A110012).

Abstract: The Douglas–Peaceman–Rachford–Varga operator splitting methods are a class of efficient methods for finding a zero of the sum of two maximal monotone operators in a real Hilbert space; however, they are sometimes difficult or even impossible to solve the subproblems exactly. In this paper, we suggest an inexact version in which some relative error criterion is discussed. The corresponding convergence properties are established, and some preliminary numerical experiments are reported to illustrate its efficiency.

Key words: Monotone operator, Splitting methods, Convergence properties, Error criterion

CLC Number: