The Douglas-Rachford algorithm in the affine-convex case
Optimization and Control
2020-04-14 v1 Numerical Analysis
Abstract
The Douglas-Rachford algorithm is a simple yet effective method for solving convex feasibility problems. However, if the underlying constraints are inconsistent, then the convergence theory is incomplete. We provide convergence results when one constraint is an affine subspace. As a consequence, we extend a result by Spingarn from halfspaces to general closed convex sets admitting least-squares solutions.
Cite
@article{arxiv.1505.06408,
title = {The Douglas-Rachford algorithm in the affine-convex case},
author = {Heinz H. Bauschke and Minh N. Dao and Walaa M. Moursi},
journal= {arXiv preprint arXiv:1505.06408},
year = {2020}
}