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

Abstract: The prior work of [arXiv:2207.04015, 2022] 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.