A general approach to distributed operator splitting

Abstract

Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone inclusion problems involving both set-valued and single-valued operators, where the latter may lack cocoercivity. Our proposed approach, based on some coefficient matrices, not only encompasses several important existing algorithms but also extends to new ones, offering greater flexibility for different applications. Moreover, by appropriately selecting the coefficient matrices, the resulting algorithms can be implemented in a distributed and decentralized manner.