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arXiv · 2211.15604

Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems

Soheun Yi·Ernest K. Ryu
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Abstract

The prior work of [SIAM J. Optim., 2025] used scaled relative graphs (SRG) to analyze the convergence of Davis--Yin splitting (DYS) iterations on monotone inclusion problems. In this work, we use this machinery to analyze DYS iterations on convex optimization problems and obtain state-of-the-art linear convergence rates.

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Soheun Yi, Ernest K. Ryu. 2022-11-28. Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems. https://doi.org/10.1080/02331934.2025.2544700

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