Convergence Analysis of Davis-Yin Splitting via Scaled Relative Graphs.

Abstract: 

Davis-Yin splitting (DYS) has found a wide range of applications in optimization, but its linear rates of convergence have not been studied extensively. The scaled relative graph (SRG) simplifies the convergence analysis of operator splitting methods by mapping the action of the operator onto the complex plane, but the prior SRG theory did not fully apply to the DYS operator. In this work, we formalize an SRG theory for the DYS operator and use it to obtain tighter contraction factors.

Date: Aug 28, 2024 at 15:00:00 h
Venue: Sala de Seminario John Von Neumann, CMM, Beauchef 851, Torre Norte, Piso 7.
Speaker: Jongmin Lee
Affiliation: Seoul National University, Corea del Sur.
Coordinator: José Verschae
More info at:
Event website
Abstract:
PDF

Posted on Aug 26, 2024 in ACGO, Seminars