Linear Convergence of the Douglas-Rachford Method for Two Closed Sets
Optimization and Control
2015-02-20 v3 Numerical Analysis
Abstract
In this paper, we investigate the Douglas-Rachford method for two closed (possibly nonconvex) sets in Euclidean spaces. We show that under certain regularity conditions, the Douglas-Rachford method converges locally with R-linear rate. In convex settings, we prove that the linear convergence is global. Our study recovers recent results on the same topic.
Keywords
Cite
@article{arxiv.1401.6509,
title = {Linear Convergence of the Douglas-Rachford Method for Two Closed Sets},
author = {Hung M. Phan},
journal= {arXiv preprint arXiv:1401.6509},
year = {2015}
}