The Douglas--Rachford Algorithm Converges Only Weakly
Optimization and Control
2019-12-23 v1
Abstract
We show that the weak convergence of the Douglas--Rachford algorithm for finding a zero of the sum of two maximally monotone operators cannot be improved to strong convergence. Likewise, we show that strong convergence can fail for the method of partial inverses.
Keywords
Cite
@article{arxiv.1912.09564,
title = {The Douglas--Rachford Algorithm Converges Only Weakly},
author = {Minh N. Bùi and Patrick L. Combettes},
journal= {arXiv preprint arXiv:1912.09564},
year = {2019}
}