Three-operator splitting algorithm for a class of variational inclusion problems

This paper concerns with a new three-operator splitting algorithm for solving a class of variational inclusions. The main advantage of the proposed algorithm is that it can be easily implemented without the prior knowledge of Lipschitz constant, strongly monotone constant and cocoercive constant of component operators. A reason explained for this is that the algorithm uses a sequence of stepsizes which is diminishing and non-summable. The strong convergence of the algorithm is established. Several fundamental numerical experiments are given to illustrate the behavior of the new algorithm and compare it with other algorithms.