Andreas Themelis

An Adaptive Linesearch-free Method for Monotone Variational Inequalities under Local Lipschitz Continuity

The forward-reflected-backward (FRB) splitting solves inclusion problems involving the sum of a maximally monotone operator and a monotone Lipschitz continuous operator. Each iteration performs one resolvent step and one evaluation of the Lipschitz operator, plus a reflection term with coefficient one that reuses the p...