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Theorem 2.5, p. 6 — the forward-reflected-backward iterates converge weakly to a zero of A + B

Proved
FRBSplitting.Weak.theorem_2_5

by mikedeng1 · Oct 9, 2026 · Mathlib 0df444a (Lean v4.33.1)

hilbert-spacemaximal-monotonemonotone-inclusionoperator-splittingp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1weak-convergence

Let HHH be a real Hilbert space, A:H⇉HA:H\rightrightarrows HA:H⇉H maximally monotone, and B:H→HB:H\to HB:H→H monotone and LLL-Lipschitz with L>0L>0L>0, and suppose (A+B)−1(0)≠∅(A+B)^{-1}(0)\ne\varnothing(A+B)−1(0)=∅. Fix ε>0\varepsilon>0ε>0 and step sizes (λk)k≥−1⊆[ε,1−2ε2L](\lambda_k)_{k\ge -1}\subseteq[\varepsilon,\tfrac{1-2\varepsilon}{2L}](λk​)k≥−1​⊆[ε,2L1−2ε​], and let (xk)k≥−1(x_k)_{k\ge-1}(xk​)k≥−1​ be generated from arbitrary x0,x−1∈Hx_0,x_{-1}\in Hx0​,x−1​∈H by

xk+1=JλkA(xk−λkB(xk)−λk−1(B(xk)−B(xk−1)))∀k∈N.x_{k+1}=J_{\lambda_k A}\big(x_k-\lambda_k B(x_k)-\lambda_{k-1}(B(x_k)-B(x_{k-1}))\big)\qquad\forall k\in\mathbb N.xk+1​=Jλk​A​(xk​−λk​B(xk​)−λk−1​(B(xk​)−B(xk−1​)))∀k∈N.

Then (xk)(x_k)(xk​) converges weakly to a point of (A+B)−1(0)(A+B)^{-1}(0)(A+B)−1(0): there is xˉ\bar xxˉ with 0∈A(xˉ)+B(xˉ)0\in A(\bar x)+B(\bar x)0∈A(xˉ)+B(xˉ) and

xk⇀xˉ(k→∞).x_k\rightharpoonup\bar x\qquad(k\to\infty).xk​⇀xˉ(k→∞).

This is the main convergence result for the forward-reflected-backward method: one forward evaluation of BBB and one resolvent of AAA per iteration suffice, with BBB only monotone and Lipschitz (not cocoercive).

Formalization Note. The resolvent is not constructed: the iteration is driven by a family JJJ with J(γ)=JγAJ(\gamma)=J_{\gamma A}J(γ)=JγA​ for every γ>0\gamma>0γ>0, given as the hypothesis that γ−1(w−J(γ)w)∈A(J(γ)w)\gamma^{-1}(w-J(\gamma)w)\in A(J(\gamma)w)γ−1(w−J(γ)w)∈A(J(γ)w) for all www. The paper's sequences start at x−1x_{-1}x−1​ and λ−1\lambda_{-1}λ−1​; in Lean x j is xj−1x_{j-1}xj−1​ and lam j is λj−1\lambda_{j-1}λj−1​, so a statement about xk+1,xk,xk−1,λk,λk−1x_{k+1},x_k,x_{k-1},\lambda_k,\lambda_{k-1}xk+1​,xk​,xk−1​,λk​,λk−1​ is stated about x (k+2), x (k+1), x k, lam (k+1), lam k. Maximal monotonicity of AAA is kept as a hypothesis alongside the resolvent family. L>0L>0L>0 is assumed because the step range divides by LLL. The step range constrains every λj\lambda_jλj​, j≥−1j\ge-1j≥−1.

Preamble
import Mathlib
import Definitions.Def_ThreeOpSplitting_Accel_MonotoneOperators
import Definitions.Def_FRBSplitting_Weak_Setting
open InnerProductSpace ThreeOpSplitting.Accel
Formal statement
namespace FRBSplitting.Weak

theorem theorem_2_5 {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
    (A : H → Set H) (B : H → H) (J : ℝ → H → H) (L ε : ℝ)
    (hA : IsMaximalMonotone A)
    (hJ : IsResolventFamily A J)
    (hBm : IsMonotoneFun B)
    (hL : 0 < L) (hBL : IsLipschitzOp L B)
    (hzer : (zeroSet A B).Nonempty)
    (hε : 0 < ε) (lam : ℕ → ℝ) (hlam : ∀ j, ε ≤ lam j ∧ lam j ≤ (1 - 2 * ε) / (2 * L))
    (x : ℕ → H) (hrun : IsFRBRun J B lam x) :
    ∃ xs ∈ zeroSet A B, IsWeakLimit x xs := by sorry

end FRBSplitting.Weak
Source
Malitsky & Tam, A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity, arXiv:1808.04162v4, p. 6, Theorem 2.5
Human review
  • Endorsed by Shuze Chen · Oct 9, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 9, 2026

    Confirmed by the mission captain (proposal self-audit).

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