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This work is concerned with the convergence rate analysis of the Douglas-Rachford splitting (DRS) method for finding a zero of the sum of two maximally monotone operators. We obtain an exact rate of convergence for the DRS algorithm and…

Optimization and Control · Mathematics 2025-09-16 Hadi Abbaszadehpeivasti , Moslem Zamani

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…

Optimization and Control · Mathematics 2019-04-22 Francisco J. Aragón Artacho , Rubén Campoy , Matthew K. Tam

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…

Optimization and Control · Mathematics 2016-04-21 Heinz H. Bauschke , Walaa M. Moursi

Uniqueness of solution is proved for any ptychographic scheme with a random masks under a minimum overlap condition and local geometric convergence analysis is given for the alternating projection (AP) and Douglas-Rachford (DR) algorithms.…

Numerical Analysis · Mathematics 2018-02-14 Pengwen Chen , Albert Fannjiang

Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…

Numerical Analysis · Mathematics 2025-06-13 Liqi Guo , Ruike Xiang , Deren Han , Jiaxin Xie

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…

Optimization and Control · Mathematics 2015-02-20 Hung M. Phan

Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study…

Optimization and Control · Mathematics 2018-01-04 Cesare Molinari , Jingwei Liang , Jalal Fadili

We establish a region of convergence for the proto-typical non-convex Douglas-Rachford iteration which finds a point on the intersection of a line and a circle. Previous work on the non-convex iteration [2] was only able to establish local…

Optimization and Control · Mathematics 2015-07-01 Francisco J. Aragón Artacho , Jonathan M. Borwein

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…

Optimization and Control · Mathematics 2015-04-16 Heinz H. Bauschke , Walaa M. Moursi

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…

Optimization and Control · Mathematics 2018-09-10 Benar F. Svaiter

The Douglas-Rachford algorithm (DRA) is a powerful optimization method for minimizing the sum of two convex (not necessarily smooth) functions. The vast majority of previous research dealt with the case when the sum has at least one…

Optimization and Control · Mathematics 2020-07-10 Heinz H. Bauschke , Walaa M. Moursi

The problem of recovering a signal from its phaseless Fourier transform measurements, called Fourier phase retrieval, arises in many applications in engineering and science. Fourier phase retrieval poses fundamental theoretical and…

Information Theory · Computer Science 2017-11-08 Tamir Bendory , Robert Beinert , Yonina C. Eldar

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…

Optimization and Control · Mathematics 2018-08-16 Jonathan M. Borwein , Matthew K. Tam

Convex optimization has become ubiquitous in most quantitative disciplines of science, including variational image processing. Proximal splitting algorithms are becoming popular to solve such structured convex optimization problems. Within…

Optimization and Control · Mathematics 2015-08-03 Jingwei Liang , Jalal Fadili , Gabriel Peyré , Russell Luke

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.…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao

We analyse the behaviour of the newly introduced cyclic Douglas-Rachford algorithm for finding a point in the intersection of a finite number of closed convex sets. This work considers the case in which the target intersection set is…

Optimization and Control · Mathematics 2018-05-28 Jonathan M. Borwein , Matthew K. Tam

We adapt the Douglas-Rachford (DR) splitting method to solve nonconvex feasibility problems by studying this method for a class of nonconvex optimization problem. While the convergence properties of the method for convex problems have been…

Optimization and Control · Mathematics 2015-11-17 Guoyin Li , Ting Kei Pong

The Douglas--Rachford algorithm is a popular algorithm for solving both convex and nonconvex feasibility problems. While its behaviour is settled in the convex inconsistent case, the general nonconvex inconsistent case is far from being…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Scott B. Lindstrom

We study theoretical limits of \emph{descending} phase retrieval algorithms. Utilizing \emph{Random duality theory} (RDT) we develop a generic program that allows statistical characterization of various algorithmic performance metrics.…

Machine Learning · Statistics 2025-06-24 Mihailo Stojnic

This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure, we apply the Douglas-Rachford splitting, which generates a…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Reza Rahimi Baghbadorani , Emilio Benenati , Sergio Grammatico