Theorem 2.5, p. 6 — the forward-reflected-backward iterates converge weakly to a zero of A + B
ProvedFRBSplitting.Weak.theorem_2_5Let be a real Hilbert space, maximally monotone, and monotone and -Lipschitz with , and suppose . Fix and step sizes , and let be generated from arbitrary by
Then converges weakly to a point of : there is with and
This is the main convergence result for the forward-reflected-backward method: one forward evaluation of and one resolvent of per iteration suffice, with only monotone and Lipschitz (not cocoercive).
Formalization Note. The resolvent is not constructed: the iteration is driven by a family with for every , given as the hypothesis that for all . The paper's sequences start at and ; in Lean x j is and lam j is , so a statement about is stated about x (k+2), x (k+1), x k, lam (k+1), lam k. Maximal monotonicity of is kept as a hypothesis alongside the resolvent family. is assumed because the step range divides by . The step range constrains every , .
import Mathlib import Definitions.Def_ThreeOpSplitting_Accel_MonotoneOperators import Definitions.Def_FRBSplitting_Weak_Setting open InnerProductSpace ThreeOpSplitting.Accel
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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.