A note on the Davis-Yin three-operator splitting method

This paper addresses the monotone inclusion problem in a real Hilbert space, with the objective of identifying a point \( x \in \mathcal{H} \) such that \( 0 \in Ax + Bx + Cx \), where \( A \) and \(C\) are maximal monotone operators and \( B \) is a \(β\)-cocoercive operator. The Davis-Yin three-operator splitting method constitutes a widely used algorithm for solving this problem. This method consists of two subproblems: the first entails a backward step, whereas the second comprises a backward step followed by a forward step. A natural question arises: is it possible to construct an algorithm that incorporates the forward step into the first subproblem? This paper addresses this question by introducing a novel splitting algorithm that integrates the forward step into the first subproblem. The proposed algorithm generalizes the Douglas-Rachford splitting method, the reflected forward-backward splitting method, and the forward-reflected-backward splitting method. We establish the weak convergence of the proposed algorithm in a general real Hilbert space under suitable stepsize conditions.