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Related papers: Circumcentering the Douglas--Rachford method

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In order to accelerate the Douglas--Rachford method we recently developed the circumcentered--reflection method, which provides the closest iterate to the solution among all points relying on successive reflections, for the best…

Optimization and Control · Mathematics 2020-08-11 Roger Behling , José Yunier Bello-Cruz , Luiz-Rafael Santos

The elementary Euclidean concept of circumcenter has recently been employed to improve two aspects of the classical Douglas--Rachford method for projecting onto the intersection of affine subspaces. The so-called circumcentered-reflection…

Optimization and Control · Mathematics 2021-03-30 Roger Behling , J. -Yunier Bello-Cruz , Luiz-Rafael Santos

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.…

Optimization and Control · Mathematics 2013-12-24 Heinz H. Bauschke , J. Y. Bello Cruz , Tran T. A. Nghia , Hung M. Phan , Xianfu Wang

Motivated by the circumcentered Douglas--Rachford method recently introduced by Behling, Bello Cruz and Santos to accelerate the Douglas--Rachford method, we study the properness of the circumcenter mapping and the circumcenter method…

Optimization and Control · Mathematics 2020-03-02 Heinz H. Bauschke , Hui Ouyang , Xianfu Wang

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…

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

We prove that the Douglas--Rachford method applied to two closed convex cones in the Euclidean plane converges in finitely many steps if and only if the set of fixed points of the Douglas--Rachford operator is nontrivial. We analyze this…

Optimization and Control · Mathematics 2023-10-27 Minh N. Dao , Mareike Dressler , Hongzhi Liao , Vera Roshchina

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

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…

Optimization and Control · Mathematics 2020-04-06 Minh N. Dao , Matthew K. Tam

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

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

The ancient concept of circumcenter has recently given birth to the Circumcentered-Reflection method (CRM). CRM was first employed to solve best approximation problems involving affine subspaces. In this setting, it was shown to outperform…

Optimization and Control · Mathematics 2021-03-30 Roger Behling , Yunier Bello-Cruz , Luiz-Rafael Santos

In this paper we present two Douglas-Rachford inspired iteration schemes which can be applied directly to N-set convex feasibility problems in Hilbert space. Our main results are weak convergence of the methods to a point whose nearest…

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

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…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Dominikus Noll , Hung M. Phan

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,…

Optimization and Control · Mathematics 2020-04-14 Minh N. Dao , Hung M. Phan

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…

Optimization and Control · Mathematics 2024-12-30 Felipe Atenas

Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Dominikus Noll , Hung M. Phan

We propose a new approach for analyzing convergence of the Douglas-Rachford splitting method for solving convex composite optimization problems. The approach is based on a continuously differentiable function, the Douglas-Rachford Envelope…

Optimization and Control · Mathematics 2014-09-23 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

Recently, circumcentering reflection method (CRM) has been introduced for solving the feasibility problem of finding a point in the intersection of closed constraint sets. It is closely related with Douglas--Rachford method (DR). We prove…

Optimization and Control · Mathematics 2021-12-28 Neil Dizon , Jeffrey Hogan , Scott B. Lindstrom

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

This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…

Optimization and Control · Mathematics 2017-09-19 Nguyen Hieu Thao
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