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

2022/11/28 by Soheun Yi, Ernest K. Ryu, Yi, Soheun +1 · 1 citation
Engineering · Materials Science · #47H05 #47H09 #49M27 #51M04 #90C25 #Advanced MIMO Systems Optimization #Conducting polymers and applications #FOS: Mathematics #Optimization and Control (math.OC) #VLSI and FPGA Design Techniques

paper · pdf · doi:10.48550/arxiv.2211.15604

openalex publication_date 2022/11/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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• The Stochastic Multi-Proximal Method for Nonsmooth Optimization

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