Related papers: Recent Results on Douglas-Rachford Methods for Com…
In this work we focus on the convex feasibility problem (CFP) in Hilbert space. A specific method in this area that has gained a lot of interest in recent years is the Douglas-Rachford (DR) algorithm. This algorithm was originally…
Splitting and projection-type algorithms have been applied to many optimization problems due to their simplicity and efficiency, but the application of these algorithms to optimal control is less common. In this paper we utilize the…
In this work, we propose an optimization approach for constructing various classes of circulant combinatorial designs that can be defined in terms of autocorrelations. The problem is formulated as a so-called feasibility problem having…
The problem of finding a zero of the sum of two maximally monotone operators is of central importance in optimization. One successful method to find such a zero is the Douglas-Rachford algorithm which iterates a firmly nonexpansive operator…
The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved nonconvex…
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…
The Douglas-Rachford splitting algorithm is a classical optimization method that has found many applications. When specialized to two normal cone operators, it yields an algorithm for finding a point in the intersection of two convex sets.…
Although originally designed and analyzed for convex problems, the alternating direction method of multipliers (ADMM) and its close relatives, Douglas-Rachford splitting (DRS) and Peaceman-Rachford splitting (PRS), have been observed to…
The Douglas-Rachford method is a popular splitting technique for finding a zero of the sum of two subdifferential operators of proper closed convex functions; more generally two maximally monotone operators. Recent results concerned with…
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…
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 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…
We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The…
This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for convex optimization. The analysis is based on a new inexact…
We introduce a reformulation technique that converts a many-set feasibility problem into an equivalent two-set problem. This technique involves reformulating the original feasibility problem by replacing a pair of its constraint sets with…
In recent years, the Douglas-Rachford splitting method has been shown to be effective at solving many non-convex optimization problems. In this paper we present a local convergence analysis for non-convex feasibility problems and show that…
We consider the application of the Douglas-Rachford (DR) algorithm to solve linear-quadratic (LQ) control problems with box constraints on the state and control variables. We split the constraints of the optimal control problem into two…
We expand upon previous work that examined behavior of the iterated Douglas-Rachford method for a line and a circle by considering two generalizations: that of a line and an ellipse and that of a line together with a $p$-sphere. With…
Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this paper, we show global linear convergence rate bounds for…
In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…