Equivalent resolvents of Douglas-Rachford splitting and other operator splitting algorithms: a unified degenerate proximal point analysis

Abstract

We introduce a generalized proximal point algorithm, and perform a detailed convergence analysis with the focus on the case of degenerate metric. The degeneracy leads to a well-defined resolvent form restricted to a reduced dimensional space. This approach unifies the algorithmic structures of Douglas-Rachford splitting and other related operator splitting schemes. Various aspects of these algorithms, in particular, the convergence of Douglas-Rachford splitting in terms of the solution itself and Chambolle-Pock algorithm under the limit setting, are investigated or revisited by the unified degenerate proximal point analysis.