Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators

This paper considers the relaxed Peaceman-Rachford (PR) splitting method for fi nding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general results obtained in the setting of a non-Euclidean hybrid proximal extragradient framework, convergence of the iterates, as well as pointwise and ergodic convergence rate, are established for the above method whenever an associated relaxation parameter is within a certain interval. An example is also discussed to demonstrate that the iterates may not converge when the relaxation parameter is outside this interval.

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