Fast Forward–Backward splitting for monotone inclusions with a convergence rate of the tangent residual of o(1/k)

Abstract We address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator. Our approach introduces a modification to the forward–backward method by integrating an inertial/momentum term alongside a correction term. We demonstrate that the sequence of iterations thus generated converges weakly towards a solution for the monotone inclusion problem. Furthermore, our analysis reveals an outstanding attribute of our algorithm: it displays rates of convergence of the order o (1/ k ) for the discrete velocity and the tangent residual approaching zero. These rates for tangent residuals can be extended to fixed-point residuals frequently discussed in the existing literature. Specifically, when applied to minimize a nonsmooth convex function subject to linear constraints, our method evolves into a primal-dual full splitting algorithm. Notably, alongside the convergence of iterates, this algorithm possesses a remarkable characteristic of nonergodic/last iterate o (1/ k ) convergence rates for both the function value and the feasibility measure. Our algorithm showcases the most advanced convergence and convergence rate outcomes among primal-dual full splitting algorithms when minimizing nonsmooth convex functions with linear constraints.