This adds an example which builds a parameterized frugal resolvent splitting for a monotone inclusion problem. The Malitsky-Tam n operator splitting, Ryu's 3 operator splitting, Douglas-Rachford, and a new block splitting algorithm can be written in this parameterized form. It also adds a PEPit use case comparing these algorithms with fixed step size and with optimized step sizes and optimized matrices built using the dual of the PEP as in Ryu, Taylor, Bergeling, et al (2020) Operator splitting performance estimation: Tight contraction factors and optimal parameter selection.
This adds an example which builds a parameterized frugal resolvent splitting for a monotone inclusion problem. The Malitsky-Tam
n
operator splitting, Ryu's 3 operator splitting, Douglas-Rachford, and a new block splitting algorithm can be written in this parameterized form. It also adds a PEPit use case comparing these algorithms with fixed step size and with optimized step sizes and optimized matrices built using the dual of the PEP as in Ryu, Taylor, Bergeling, et al (2020) Operator splitting performance estimation: Tight contraction factors and optimal parameter selection.