Strengthened splitting methods for computing resolvents

Abstract

In this work, we develop a systematic framework for computing the resolvent of the sum of two or more monotone operators which only activates each operator in the sum individually. The key tool in the development of this framework is the notion of the “strengthening” of a set-valued operator, which can be viewed as a type of regularisation that preserves computational tractability. After deriving a number of iterative schemes through this framework, we demonstrate their application to best approximation problems, image denoising and elliptic PDEs.