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The sharp step-size constant for one-call reflection splittings on monotone inclusions

Shehu, Yekini
arXiv (All) · Papers
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90c25optimization-and-control
The forward-reflected-backward splitting of Malitsky and Tam converges weakly for step sizes $λ\in(0,\tfrac{1}{2L})$, where $B$ is monotone and $L$-Lipschitz, and the question whether this bound is tight has been recorded as open \cite{GS}. We show that it is: for the matched-skew instance $A=LJ$, $
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