Exact worst-case convergence rates for Douglas--Rachford and Davis--Yin splitting methods

Edward Duc Hien Nguyen, Jaewook J. Suh, Xin Jiang +1

In this work, we aim to establish the exact worst-case convergence rates of Douglas--Rachford splitting (DRS) and Davis--Yin splitting (DYS) when applied to convex optimization pro…