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Related papers: On the order of the operators in the Douglas-Rachf…

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The main result of the present theoretical paper is an original decomposition formula for the proximal operator of the sum of two proper, lower semicontinuous and convex functions $f$ and $g$. For this purpose, we introduce a new operator,…

Optimization and Control · Mathematics 2018-06-13 Samir Adly , Loïc Bourdin , Fabien Caubet

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…

Functional Analysis · Mathematics 2018-09-18 Jonathan M. Borwein , Scott B. Lindstrom , Brailey Sims , Anna Schneider , Matthew P. Skerritt

Monotone inclusions have wide applications in solving various convex optimization problems arising in signal and image processing, machine learning, and medical image reconstruction. In this paper, we propose a new splitting algorithm for…

Optimization and Control · Mathematics 2020-09-29 Hui Yu , Chunxiang Zong , Yuchao Tang

Douglas-Rachford (DR) algorithm is analyzed for Fourier phase retrieval with a single random phase mask. Local, geometric convergence to a unique fixed point is proved with numerical demonstration of global convergence.

Numerical Analysis · Mathematics 2015-09-04 Pengwen Chen , Albert Fannjiang

We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex minimization template. We provide practical guidance on the…

Optimization and Control · Mathematics 2019-05-01 Volkan Cevher , Bang Cong Vu , Alp Yurtsever

This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is thoroughly…

Optimization and Control · Mathematics 2015-04-20 Patrick L. Combettes , Jean-Christophe Pesquet

Recently, several authors have shown local and global convergence rate results for Douglas-Rachford splitting under strong monotonicity, Lipschitz continuity, and cocoercivity assumptions. Most of these focus on the convex optimization…

Optimization and Control · Mathematics 2017-04-05 Pontus Giselsson

Using the construction of a Lyapunov function, it is shown that the Douglas-Rachford iteration with respect to a sphere and a line in $\mathbb R^d$ is robustly $\mathcal{KL}$-stable. This implies a convergence which is stronger than uniform…

Optimization and Control · Mathematics 2016-09-29 Ohad Giladi

We address the solution of time-varying optimization problems characterized by the sum of a time-varying strongly convex function and a time-invariant nonsmooth convex function. We design an online algorithmic framework based on…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

The problem of applying Nash-Moser Newton methods to obtain periodic solutions of the compressible Euler equations has led authors to identify the main obstacle, namely, how to invert operators which impose periodicity when they are based…

Analysis of PDEs · Mathematics 2018-10-16 Blake Temple , Robin Young

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…

Optimization and Control · Mathematics 2013-06-25 Marc Lassonde , Ludovic Nagesseur

We consider a class of multi-agent optimization problems, where each agent has a local objective function that depends on its own decision variables and the aggregate of others, and is willing to cooperate with other agents to minimize the…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Yuanhanqing Huang , Jianghai Hu

We study the asymptotic behavior of the trajectory of a nonautonomous evolution equation governed by a quasi-nonexpansive operator in Hilbert spaces. We prove the weak convergence of the trajectory to a fixed point of the operator by…

Optimization and Control · Mathematics 2020-09-08 Ming Zhu , Rong Hu , Ya-Ping Fang

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

Optimization and Control · Mathematics 2017-11-29 Regina S. Burachik , R. Díaz Millán

This paper provides a theoretical and numerical comparison of classical first-order splitting methods for solving smooth convex optimization problems and cocoercive equations. From a theoretical point of view, we compare convergence rates…

Optimization and Control · Mathematics 2022-07-15 Luis Briceño-Arias , Nelly Pustelnik

This paper investigates the distributed fixed point finding problem for a global operator over a directed and unbalanced multi-agent network, where the global operator is quasinonexpansive and only partially accessible to each individual…

Optimization and Control · Mathematics 2021-07-13 Xiuxian Li , Min Meng , Lihua Xie

We study the existence and uniqueness of (locally) absolutely continuous trajectories of a dynamical system governed by a nonexpansive operator. The weak convergence of the orbits to a fixed point of the operator is investigated by relying…

Dynamical Systems · Mathematics 2014-12-16 Radu Ioan Bot , Ernö Robert Csetnek

We prove that the sequences generate by the Douglas-Rachford method converge weakly to a solution of the inclusion problem

Optimization and Control · Mathematics 2010-07-14 B. F. Svaiter

In this work, we introduce the notion of warped Yosida regularization and study the asymptotic behavior of the orbit of dynamical systems generated by warped Yosida regularization, which includes Douglas-Rachford dynamical system. We…

Optimization and Control · Mathematics 2024-01-02 Pankaj Gautam , Vellaichamy Vetrivel

Frugal resolvent splittings are a class of fixed point algorithms for finding a zero in the sum of the sum of finitely many set-valued monotone operators, where the fixed point operator uses only vector addition, scalar multiplication and…

Optimization and Control · Mathematics 2023-06-06 Matthew K. Tam