Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems
arXiv:2211.15604 · doi:10.1080/02331934.2025.2544700
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.
arXiv commentAccepted to Optimization
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