Related papers: Weak convergence on Douglas-Rachford method
Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Weak convergence in this method to a solution of the underlying monotone inclusion problem in the general case remained an…
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…
Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Each of its iterations requires the sequential solution of two proximal subproblems. The aim of this work is to present a…
We analyze the Douglas-Rachford splitting method for weakly convex optimization problems, by the token of the Douglas-Rachford envelope, a merit function akin to the Moreau envelope. First, we use epi-convergence techniques to show that…
The Douglas-Rachford algorithm is a very popular splitting technique for finding a zero of the sum of two maximally monotone operators. However, the behaviour of the algorithm remains mysterious in the general inconsistent case, i.e., when…
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…
The Douglas-Rachford algorithm is widely used in sparse signal processing for minimizing a sum of two convex functions. In this paper, we consider the case where one of the functions is weakly convex but the other is strongly convex so that…
The Douglas-Rachford and Peaceman-Rachford algorithms have been successfully employed to solve convex optimization problems, or more generally find zeros of monotone inclusions. Recently, the behaviour of these methods in the inconsistent…
Solving feasibility problems is a central task in mathematics and the applied sciences. One particularly successful method is the Douglas-Rachford algorithm. In this paper, we provide many new conditions sufficient for finite convergence.…
More than 40 years ago, Lions and Mercier introduced in a seminal paper the Douglas-Rachford algorithm. Today, this method is well recognized as a classical and highly successful splitting method to find minimizers of the sum of two (not…
We introduce and study a geometric modification of the Douglas-Rach\-ford method called the Circumcentered-Douglas-Rachford method. This method iterates by taking the intersection of bisectors of reflection steps for solving certain classes…
The Douglas--Rachford algorithm is a classic splitting method for finding a zero of the sum of two maximal monotone operators. It has also been applied to settings that involve one weakly and one strongly monotone operator. In this work, we…
In this paper we give general recommendations for successful application of the Douglas-Rachford reflection method to convex and non-convex real matrix-completion problems. These guidelines are demonstrated by various illustrative examples.
The Douglas-Rachford projection algorithm is an iterative method used to find a point in the intersection of closed constraint sets. The algorithm has been experimentally observed to solve various nonconvex feasibility problems which…
The Douglas-Rachford method, a projection algorithm designed to solve continuous optimization problems, forms the basis of a useful heuristic for solving combinatorial optimization problems. In order to successfully use the method, it is…
In this paper, we study the generalized Douglas-Rachford algorithm and its cyclic variants which include many projection-type methods such as the classical Douglas-Rachford algorithm and the alternating projection algorithm. Specifically,…
We discuss recent positive experiences applying convex feasibility algorithms of Douglas--Rachford type to highly combinatorial and far from convex problems.
The Douglas-Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility…
The Douglas--Rachford algorithm is a classical and very successful splitting method for finding the zeros of the sums of monotone operators. When the underlying operators are normal cone operators, the algorithm solves a convex feasibility…
The Douglas-Rachford reflection method is a general purpose algorithm useful for solving the feasibility problem of finding a point in the intersection of finitely many sets. In this chapter we demonstrate that applied to a specific…