Tight global linear convergence rate bounds for Douglas-Rachford splitting
The paper establishes linear convergence rate bounds for Douglas-Rachford splitting for monotone inclusion problems with three sets of assumptions. In the first case, one operator is assumed to be strongly monotone and the other is cocoercive. In the second case, one operator is assumed to be both strongly monotone and Lipschitz continuous. In the third case, one operator is assumed to be both strongly monotone and cocoercive. All rate bounds are shown to be tight.
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