Theorem 2.9, p. 8 — for strongly monotone A the forward-reflected-backward method converges R-linearly to the unique zero of A + B
ProvedFRBSplitting.Linear.theorem_2_9Let be a real Hilbert space. Let be maximally monotone and -strongly monotone (, whenever , ), with resolvents , . Let be monotone and -Lipschitz, , and suppose . Let . Given , define by
Then for a single point , and converges R-linearly to : there are and such that
This is the linear-convergence result for the forward-reflected-backward method: when the set-valued part is strongly monotone, the method needs neither cocoercivity of nor a second forward evaluation to converge at a geometric rate.
Formalization Note. Indices are shifted by one: Lean's x k is (so x 0 ), which only rescales ; the bound covers the initial point as well. The resolvent is a hypothesis: J is any family with J γ a resolvent of for every ; for maximally monotone 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 with , as the proof gives. is pinned because the step range divides by .
import Mathlib import Definitions.Def_ThreeOpSplitting_Accel_MonotoneOperators import Definitions.Def_FRBSplitting_Linear_Setting open InnerProductSpace ThreeOpSplitting.Accel
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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.