Davis-Yin splitting

Swapping objectives accelerates Davis-Yin splitting

  • Jaewook J. Suh
  • Xin Jiang
  • Shiqian Ma
    • Categories Convex Optimization, Nonsmooth Optimization Tags , , , , ,

    In this work, we investigate the application of Davis–Yin splitting (DYS) to convex optimization problems and demonstrate that swapping the roles of the two nonsmooth convex functions can result in a faster convergence rate. Such a swap typically yields a different sequence of iterates, but its impact on convergence behavior has been largely understudied or … Read more

    A four-operator splitting algorithm for nonconvex and nonsmooth optimization

  • Jan Harold Alcantara
  • Ching-pei Lee
  • Akiko Takeda
    • Categories Nonlinear Optimization, Nonsmooth Optimization Tags , , ,

    In this work, we address a class of nonconvex nonsmooth optimization problems where the objective function is the sum of two smooth functions (one of which is proximable) and two nonsmooth functions (one proper, closed and proximable, and the other continuous and weakly concave). We introduce a new splitting algorithm that extends the Davis-Yin splitting … Read more