Exact convergence-rate conjecture for Douglas–Rachford splitting on smooth convex composites

From papers

Consider the convex composite problem

minxf(x)+g(x),\min_x f(x)+g(x),

where ff and gg are closed proper convex functions. Assume that the Douglas–Rachford operator has a fixed point ww^\star, that ff is LL-smooth, and write x=proxγf(w)x^\star=\operatorname{prox}_{\gamma f}(w^\star). Let {(xk,yk,wk)}\{(x^k,y^k,w^k)\} be generated by the Douglas–Rachford splitting algorithm with stepsize γ(0,221L)\gamma\in\left(0,\frac{2\sqrt{2}-1}{L}\right), relaxation parameter λ(0,1+52)\lambda\in\left(0,\frac{1+\sqrt{5}}{2}\right), and initial point w1w^1. Exact convergence-rate conjecture.

f(yN)+g(yN)f(x)g(x)14γ((N1)λ+1)w1w2.f(y^N)+g(y^N)-f(x^\star)-g(x^\star)\leq\frac{1}{4\gamma((N-1)\lambda+1)}\left\|w^1-w^\star\right\|^2.

This is proposed as the exact objective-gap rate for Douglas–Rachford splitting in the smooth convex composite setting, based on numerical experiments in the performance-estimation framework; its resolution is not given.

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Primary source

Hadi Abbaszadehpeivasti and Moslem Zamani, “On the convergence rate of the Douglas-Rachford splitting algorithm”, arXiv:2509.06676 (2025).

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