A Note on the Forward-Douglas–Rachford Splitting for Monotone Inclusion and Convex Optimization

We shed light on the structure of the “three-operator” version of the forward-Douglas– Rachford splitting algorithm for nding a zero of a sum of maximally monotone operators A+B+C, where B is cocoercive, involving only the computation of B and of the resolvent ofA and of C, separately. We show that it is a straightforward extension of a xed-point algorithm proposed by us as a generalization of the forward-backward splitting algorithm, initially designed for nding a zero of a sumof an arbitrary number ofmaximallymonotone operators ∑ n i=1 A i + B, where B is cocoercive, involving only the computation of B and of the resolvent of each A i separately. We argue that, the former is the “true” forward-Douglas–Rachford splitting algorithm, in contrast to the initial use of this designation in the literature. en, we highlight the extension to an arbitrary number of maximally monotone operators in the splitting,∑i=1 A i + B + C, in a formulation admitting preconditioning operators. We nally demonstate experimentally its interest in the context of nonsmooth convex optimization.