An Inertial Splitting Method for Monotone Inclusions of Three Operators

Abstract

In this article, we consider monotone inclusions of three operators in real Hilbert spaces and suggest an inertial version of a generalized Douglas-Rachford splitting. Under standard assumptions, we prove its weak and strong convergence properties. The newly-developed proof techniques are based on the characteristic operator and thus are more self-contained and less convoluted. Rudimentary experiments demonstrated that our suggested inertial splitting method can efficiently solve some large-scale test problems.