brechtevens/Minty-DRS-examples

Repository containing the code for the numerical experiments of the paper: "Convergence of the Preconditioned Proximal Point Method and Douglas–Rachford Splitting in the Absence of Monotonicity".

Minty-DRS-examples

[arXiv] This repository contains the code for the numerical experiments of the paper:

Convergence of the Preconditioned Proximal Point Method and Douglas–Rachford Splitting in the Absence of Monotonicity

Brecht Evens, Pieter Pas, Puya Latafat, and Panos Patrinos.

Dependencies

The required Python packages can be installed through the following command.

pip install -r requirements.txt

Examples

To run an example script, simply perform the following command.

python example_script.py

The following scripts are provided in this repository:

• toy.py: Example 2.6 from the paper (Figure 2)
• von-neumann.py: Example 2.7 from the paper (Figures 4 and 9)
• saddle.py: Example 6.1 from the paper (Figure 6)
• saddle-semi.py: Example 6.1 from the paper (Figure 10)
• stationary.py: Example 6.4 from the paper (Figure 8)