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相关论文: Convergence Analyses of Davis-Yin Splitting via Sc…

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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…

最优化与控制 · 数学 2025-08-19 Soheun Yi , Ernest K. Ryu

The scaled relative graph (SRG) of an operator is a subset of the complex plane. It captures several salient features of an operator, such as contractiveness, and can be used to reveal the geometric nature of many of the inequality based…

最优化与控制 · 数学 2021-08-05 Richard Pates

In this work, we aim to establish the exact worst-case convergence rates of Douglas--Rachford splitting (DRS) and Davis--Yin splitting (DYS) when applied to convex optimization problems. Both DRS and DYS have two variants as swapping the…

最优化与控制 · 数学 2025-09-15 Edward Duc Hien Nguyen , Jaewook J. Suh , Xin Jiang , Shiqian Ma

Many iterative methods in optimization are fixed-point iterations with averaged operators. As such methods converge at an $\mathcal{O}(1/k)$ rate with the constant determined by the averagedness coefficient, establishing small averagedness…

最优化与控制 · 数学 2020-04-28 Xinmeng Huang , Ernest K. Ryu , Wotao Yin

The Scaled Relative Graph (SRG) is a geometric tool that maps the action of a multi-valued nonlinear operator onto the 2D plane, used to analyze the convergence of a wide range of iterative methods. As the SRG includes the spectrum for…

数值分析 · 数学 2024-12-05 Xinmeng Huang , Ernest K. Ryu , Wotao Yin

Many iterative methods in applied mathematics can be thought of as fixed-point iterations, and such algorithms are usually analyzed analytically, with inequalities. In this paper, we present a geometric approach to analyzing contractive and…

最优化与控制 · 数学 2021-06-17 Ernest K. Ryu , Robert Hannah , Wotao Yin

The Scaled Relative Graph (SRG) is a promising tool for stability and robustness analysis of multi-input multi-output systems. In this paper, we provide tools for exact and computable constructions of the SRG for closed linear operators,…

系统与控制 · 电气工程与系统科学 2026-04-10 Talitha Nauta , Richard Pates

Scaled relative graphs were recently introduced to analyze the convergence of optimization algorithms using two dimensional Euclidean geometry. In this paper, we connect scaled relative graphs to the classical theory of input/output…

系统与控制 · 电气工程与系统科学 2021-10-08 Thomas Chaffey , Fulvio Forni , Rodolphe Sepulchre

Sparsity regularization has been largely applied in many fields, such as signal and image processing and machine learning. In this paper, we mainly consider nonconvex minimization problems involving three terms, for the applications such…

最优化与控制 · 数学 2020-06-17 Fengmiao Bian , Xiaoqun Zhang

We introduce a generalization of the scaled relative graph (SRG) to pairs of operators, enabling the visualization of their relative incremental properties. This novel SRG framework provides the geometric counterpart for the study of…

最优化与控制 · 数学 2025-11-26 Jan Quan , Alexander Bodard , Konstantinos Oikonomidis , Panagiotis Patrinos

This work is concerned with the convergence rate analysis of the Douglas-Rachford splitting (DRS) method for finding a zero of the sum of two maximally monotone operators. We obtain an exact rate of convergence for the DRS algorithm and…

最优化与控制 · 数学 2025-09-16 Hadi Abbaszadehpeivasti , Moslem Zamani

The Scaled Relative Graph (SRG) is a generalization of the Nyquist diagram that may be plotted for nonlinear operators, and allows nonlinear robustness margins to be defined graphically. This abstract explores techniques for shaping the SRG…

系统与控制 · 电气工程与系统科学 2022-08-10 Thomas Chaffey , Fulvio Forni , Rodolphe Sepulchre

Scaled Relative Graphs (SRGs) provide a novel graphical frequency-domain method for the analysis of nonlinear systems. There have been recent efforts to generalize SRG analysis to Multiple-Input Multiple-Output (MIMO) systems. However,…

系统与控制 · 电气工程与系统科学 2026-04-20 Julius P. J. Krebbekx , Roland Tóth , Amritam Das

Scaled relative graphs (SRGs) enable graphical analysis and design of nonlinear systems. In this paper, we present a systematic approach for computing both soft and hard SRGs of nonlinear systems using dynamic integral quadratic constraints…

最优化与控制 · 数学 2026-04-03 Timo de Groot , Tom Oomen , W. P. M. H. Heemels , Sebastiaan van den Eijnden

In this paper, we propose several graph-based extensions of the Douglas-Rachford splitting (DRS) method to solve monotone inclusion problems involving the sum of $N$ maximal monotone operators. Our construction is based on a two-layer…

最优化与控制 · 数学 2022-11-10 Kristian Bredies , Enis Chenchene , Emanuele Naldi

In this paper, we utilize a variant of the scaled relative graph (SRG), referred to as the $\theta$-symmetric SRG, to develop a graphical stability criterion for the feedback interconnection of a cascade of systems. A crucial…

系统与控制 · 电气工程与系统科学 2025-10-09 Xiaokan Yang , Ding Zhang , Wei Chen , Li Qiu

Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…

最优化与控制 · 数学 2015-05-19 Damek Davis , Wotao Yin

Operator splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which all simple pieces of the…

最优化与控制 · 数学 2015-07-09 Damek Davis

The scaled relative graph (SRG) is a powerful graphical tool for analyzing the properties of operators, by mapping their graph onto the complex plane. In this work, we study the SRG of two classes of nonmonotone operators, namely the…

最优化与控制 · 数学 2025-10-21 Jan Quan , Brecht Evens , Rodolphe Sepulchre , Panagiotis Patrinos

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to…

机器学习 · 统计学 2021-06-29 Fabian Pedregosa
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