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Theorem 2.9, p. 8 — for strongly monotone A the forward-reflected-backward method converges R-linearly to the unique zero of A + B

Proved
FRBSplitting.Linear.theorem_2_9

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

linear-convergencemonotone-inclusionoperator-splittingp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1strong-monotonicity

Let HHH be a real Hilbert space. Let A:H⇉HA:H\rightrightarrows HA:H⇉H be maximally monotone and mmm-strongly monotone (m>0m>0m>0, ⟨x−y,u−v⟩≥m∥x−y∥2\langle x-y,u-v\rangle\ge m\|x-y\|^2⟨x−y,u−v⟩≥m∥x−y∥2 whenever u∈A(x)u\in A(x)u∈A(x), v∈A(y)v\in A(y)v∈A(y)), with resolvents JγA=(I+γA)−1J_{\gamma A}=(I+\gamma A)^{-1}JγA​=(I+γA)−1, γ>0\gamma>0γ>0. Let B:H→HB:H\to HB:H→H be monotone and LLL-Lipschitz, L>0L>0L>0, and suppose (A+B)−1(0)≠∅(A+B)^{-1}(0)\neq\varnothing(A+B)−1(0)=∅. Let λ∈(0,12L)\lambda\in(0,\tfrac1{2L})λ∈(0,2L1​). Given x0,x−1∈Hx_0,x_{-1}\in Hx0​,x−1​∈H, define (xk)(x_k)(xk​) by

xk+1=JλA(xk−2λB(xk)+λB(xk−1))∀k∈N.x_{k+1}=J_{\lambda A}\big(x_k-2\lambda B(x_k)+\lambda B(x_{k-1})\big)\qquad\forall k\in\mathbb N.xk+1​=JλA​(xk​−2λB(xk​)+λB(xk−1​))∀k∈N.

Then (A+B)−1(0)={xˉ}(A+B)^{-1}(0)=\{\bar x\}(A+B)−1(0)={xˉ} for a single point xˉ\bar xxˉ, and (xk)(x_k)(xk​) converges R-linearly to xˉ\bar xxˉ: there are q∈(0,1)q\in(0,1)q∈(0,1) and M∈RM\in\mathbb RM∈R such that

∥xk−xˉ∥≤M qkfor all k.\|x_k-\bar x\|\le M\,q^k\qquad\text{for all }k .∥xk​−xˉ∥≤Mqkfor all k.

This is the linear-convergence result for the forward-reflected-backward method: when the set-valued part AAA is strongly monotone, the method needs neither cocoercivity of BBB nor a second forward evaluation to converge at a geometric rate.

Formalization Note. Indices are shifted by one: Lean's x k is xk−1x_{k-1}xk−1​ (so x 0 =x−1=x_{-1}=x−1​), which only rescales MMM; the bound covers the initial point x−1x_{-1}x−1​ as well. The resolvent is a hypothesis: J is any family with J γ a resolvent of AAA for every γ>0\gamma>0γ>0; for maximally monotone AAA such a family exists (Minty) and is unique. "R-linearly" is not defined in the paper; it is stated as the existence of a geometric bound MqkMq^kMqk with q<1q<1q<1, as the proof gives. L>0L>0L>0 is pinned because the step range divides by LLL.

Preamble
import Mathlib
import Definitions.Def_ThreeOpSplitting_Accel_MonotoneOperators
import Definitions.Def_FRBSplitting_Linear_Setting
open InnerProductSpace ThreeOpSplitting.Accel
Formal statement
namespace FRBSplitting.Linear

theorem theorem_2_9 {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
    (A : H → Set H) (B : H → H) (J : ℝ → H → H) (m L lam : ℝ)
    (hA : IsMaximalMonotone A)
    (hm : 0 < m) (hAs : IsStronglyMonotoneOp m A)
    (hJ : IsResolventFamily A J)
    (hBm : IsMonotoneFun B)
    (hL : 0 < L) (hBL : IsLipschitzOp L B)
    (hzer : (FRBSplitting.Weak.zeroSet A B).Nonempty)
    (hlam0 : 0 < lam) (hlam1 : lam < 1 / (2 * L))
    (x : ℕ → H) (hrun : FRBSplitting.Weak.IsFRBRun J B (fun _ => lam) x) :
    ∃ xs : H, FRBSplitting.Weak.zeroSet A B = {xs} ∧
      ∃ q M : ℝ, 0 < q ∧ q < 1 ∧ ∀ k : ℕ, ‖x k - xs‖ ≤ M * q ^ k := by sorry

end FRBSplitting.Linear
Source
Malitsky & Tam, A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity, arXiv:1808.04162v4, p. 8, Theorem 2.9
Human review
  • Endorsed by Shuze Chen · Oct 10, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 10, 2026

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

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