Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866918125726859264 |
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| author | Yi, Soheun Ryu, Ernest K. |
| author_facet | Yi, Soheun Ryu, Ernest K. |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_15604 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems Yi, Soheun Ryu, Ernest K. Optimization and Control 47H05, 47H09, 51M04, 90C25, 49M27 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. |
| title | Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs II: Convex Optimization Problems |
| topic | Optimization and Control 47H05, 47H09, 51M04, 90C25, 49M27 |
| url | https://arxiv.org/abs/2211.15604 |