Theorem 2.5(ii) — the inexact forward–backward–forward iterates and converge weakly to a zero of
ProvedMonoSkew.Main.theorem_2_5_iiforward-backward-forwardmonotone-operatorsoperator-splittingp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1weak-convergence
Let be a real Hilbert space, let be maximally monotone, and let be monotone. Suppose that and that is -Lipschitzian for some . Let , , be absolutely summable sequences in , let , let , let be a sequence in , and set, for every ,
Then there is such that
This is the weak convergence of the inexact forward–backward–forward method with variable step sizes and summable errors; it is the engine of the paper's main theorem.
Formalization Note The resolvent is a given map with for all , one per . Weak convergence means for every . Completeness of is explicit; monotonicity of is monotonicity of .
Preamble
import Mathlib import Definitions.Def_ThreeOpSplitting_Convergence_MonotoneOperators import Definitions.Def_ThreeOpSplitting_Convergence_WeakConvergence import Definitions.Def_DouglasRachfordPPA_GenDR_Operators import Definitions.Def_MonoSkew_Main_Basic open InnerProductSpace Filter Topology open ThreeOpSplitting.Convergence DouglasRachfordPPA.GenDR
Formal statement
namespace MonoSkew.Main
/-- Theorem 2.5(ii) (p. 5): for the inexact forward–backward–forward iteration (2.3), there is
`x̄ ∈ zer(A + B)` with `x_n ⇀ x̄` and `p_n ⇀ x̄`. -/
theorem theorem_2_5_ii {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E]
(A : E → Set E) (hA : IsMaximalMonotone A)
(B : E → E) (hB : IsMonotoneOp (fun u => ({B u} : Set E)))
(hzer : (zer (addSingle A B)).Nonempty)
(β : ℝ) (hβ : 0 < β) (hBlip : ∀ u w : E, ‖B u - B w‖ ≤ β * ‖u - w‖)
(a b c : ℕ → E) (ha : Summable (fun n => ‖a n‖)) (hb : Summable (fun n => ‖b n‖))
(hc : Summable (fun n => ‖c n‖))
(ε : ℝ) (hε0 : 0 < ε) (hε1 : ε < 1 / (β + 1))
(γ : ℕ → ℝ) (hγ : ∀ n, ε ≤ γ n ∧ γ n ≤ (1 - ε) / β)
(J : ℕ → E → E) (hJ : ∀ n, IsResolvent (γ n) A (J n))
(x y p q : ℕ → E) (hrun : IsFBFRun B γ J a b c x y p q) :
∃ xbar ∈ zer (addSingle A B), WeakTendsto x xbar ∧ WeakTendsto p xbar := by sorry
end MonoSkew.Main
Source
Briceño-Arias and Combettes, A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality, arXiv:1011.5517v1, p. 5, Theorem 2.5(ii), (2.2), (2.3)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.