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math.OC2025
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…
math.OC2025
Local Linear Convergence of the Alternating Direction Method of Multipliers for Semidefinite Programming under Strict Complementarity
Shucheng Kang, Xin Jiang, Heng Yang
We investigate the local linear convergence properties of the Alternating Direction Method of Multipliers (ADMM) when applied to Semidefinite Programming (SDP). A longstanding beli…