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Pre-Publicación 2026-27

Jean-Christophe Pesquet, Fernando Roldán:

Nonlinear forward-backward algorithm for solving non-monotone+Lipschitz inclusions with applications to adjoint mismatch problems

Abstract:

This article presents a novel algorithmic framework for solving a broad class of nonlinear inclusion problems involving non-monotone and Lipschitz continuous operators. Our primary motivation originates from the study of adjoint mismatch problems, which frequently arise in inverse problems and data science when the adjoint of a linear measurement operator is replaced by an approximation. Because this approximation may inherently destroy classical monotonicity properties, standard convergence guarantees for splitting methods may no longer apply. To address this, we consider a Nonlinear Forward-Backward algorithm and rigorously establish its convergence without assuming monotonicity. By leveraging a warped resolvent formulation and semimonotonicity assumptions, we derive explicit conditions ensuring both weak convergence and, under stronger assumptions, R-linear convergence. Furthermore, our theoretical analysis yields new convergence guarantees for several popular methods, including the Condat-Vũ and Forward-Half-Reflected-Backward algorithms. Finally, we illustrate our theoretical findings and demonstrate the applicability of our approach through numerical experiments in signal recovery.

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