Related papers: On the Douglas-Rachford algorithm
The Douglas--Rachford (DR) and alternating direction method of multipliers (ADMM) are two proximal splitting algorithms designed to minimize the sum of two proper lower semi-continuous convex functions whose proximity operators are easy to…
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…
We revisit the classical Douglas-Rachford (DR) method for finding a zero of the sum of two maximal monotone operators. Since the practical performance of the DR method crucially depends on the stepsizes, we aim at developing an adaptive…
We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…
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…
In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only…
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…
We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…
We present the convergence analysis of convex combination of the alternating projection and Douglas-Rachford operators for solving the phase retrieval problem. New convergence criteria for iterations generated by the algorithm are…
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…
Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…
We are interested in restoring images having values in a symmetric Hadamard manifold by minimizing a functional with a quadratic data term and a total variation like regularizing term. To solve the convex minimization problem, we extend the…
In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas-Rachford splitting method, however…
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…
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…
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…
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…
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…
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.
In this paper we describe a systematic procedure to analyze the convergence of degenerate preconditioned proximal point algorithms. We establish weak convergence results under mild assumptions that can be easily employed in the context of…