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An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…

Numerical Analysis · Mathematics 2019-07-17 Duggirala Meher Krishna , Duggirala Ravi

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

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

The Douglas--Rachford algorithm is a classic splitting method for finding a zero of the sum of two maximal monotone operators. It has also been applied to settings that involve one weakly and one strongly monotone operator. In this work, we…

Optimization and Control · Mathematics 2025-11-07 Jan Harold Alcantara , Akiko Takeda

In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for…

Optimization and Control · Mathematics 2024-11-19 Leyu Hu , Jiaxin Xie , Xingju Cai , Deren Han

We investigate the mixed Dirichlet-Neumann boundary value problems for the Laplace-Beltrami equation on a smooth hypersurface $\mathcal{C}$ with the smooth boundary in non-classical setting in the Bessel potential spaces…

Analysis of PDEs · Mathematics 2016-05-31 Roland Duduchava , Medea Tsaava

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

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

Optimization and Control · Mathematics 2022-06-10 A. Benfenati , E. Chouzenoux , J. -C. Pesquet

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…

Optimization and Control · Mathematics 2022-11-08 Kay Barshad , Aviv Gibali , Simeon Reich

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

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…

Numerical Analysis · Mathematics 2020-02-06 Nguyen Hieu Thao , Oleg Soloviev , Michel Verhaegen

Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) can be used to solve convex optimization problems that consist of a sum of two functions. Convergence rate estimates for these algorithms have received…

Optimization and Control · Mathematics 2015-03-04 Pontus Giselsson

This article proposes new strategies for solving two-point Fractional order Nonlinear Boundary Value Problems(FN-BVPs) with Robin Boundary Conditions(RBCs). In the new numerical schemes, a two-point FNBVP is transformed into a system of…

Numerical Analysis · Mathematics 2020-10-06 Junseo Lee , Bongsoo Jang , Hyunju Kim

Douglas-Rachford Splitting (DRS) methods based on the proximal point algorithms for the Poisson and Gaussian log-likelihood functions are proposed for ptychography and phase retrieval. Fixed point analysis shows that the DRS iterated…

Numerical Analysis · Mathematics 2020-04-13 A. Fannjiang , Z. Zhang

The primal-dual Douglas-Rachford method is a well-known algorithm to solve optimization problems written as convex-concave saddle-point problems. Each iteration involves solving a linear system involving a linear operator and its adjoint.…

Optimization and Control · Mathematics 2025-11-11 Emanuele Naldi , Felix Schneppe

We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers, but typically this approach suffers from poor scalability.…

Optimization and Control · Mathematics 2024-12-19 Panagiotis D. Grontas , Anastasios Tsiamis , John Lygeros

Our interest lies in developing some efficient methods for minimizing the sum of two geodesically convex functions on Hadamard manifolds, with the aim to enhance the convergence of the Douglas-Rachford algorithm in Hadamard manifolds.…

Optimization and Control · Mathematics 2026-02-17 D. R. Sahu , Shikher Sharma , Pankaj Gautam

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

We consider a boundary value problem in unbounded 2D doubly periodic composite with circular inclusions having arbitrary constant conductivities. By introducing complex potentials, the boundary value problem for the Laplace equation is…

Mathematical Physics · Physics 2013-08-27 David Kapanadze , Gennady Mishuris , Ekaterina Pesetskaya

The Douglas-Rachford algorithm can be represented as the fixed point iteration of a firmly nonexpansive operator. When the operator has no fixed points, the algorithm's iterates diverge, but the difference between consecutive iterates…

Optimization and Control · Mathematics 2021-02-15 Goran Banjac