Four-Operator Splitting via a Forward–Backward–Half-Forward Algorithm with Line Search

Abstract

In this article, we provide a splitting method for solving monotone inclusions in a real Hilbert space involving four operators: a maximally monotone, a monotone-Lipschitzian, a cocoercive, and a monotone-continuous operator. The proposed method takes advantage of the intrinsic properties of each operator, generalizing the forward–backward–half-forward splitting and the Tseng’s algorithm with line search. At each iteration, our algorithm defines the step size by using a line search in which the monotone-Lipschitzian and the cocoercive operators need only one activation. We also derive a method for solving nonlinearly constrained composite convex optimization problems in real Hilbert spaces. Finally, we implement our algorithm in a nonlinearly constrained least-square problem and we compare its performance with available methods in the literature.