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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

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 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

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

In recent times the Douglas-Rachford algorithm has been observed empirically to solve a variety of nonconvex feasibility problems including those of a combinatorial nature. For many of these problems current theory is not sufficient to…

Optimization and Control · Mathematics 2017-07-24 Francisco J. Aragón Artacho , Jonathan M. Borwein , Matthew K. Tam

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Optimization and Control · Mathematics 2018-03-07 Amir Ali Ahmadi , Raphael M. Jungers

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

This paper presents a counterexample-guided iterative algorithm to compute convex, piecewise linear (polyhedral) Lyapunov functions for uncertain continuous-time linear hybrid systems. Polyhedral Lyapunov functions provide an alternative to…

Optimization and Control · Mathematics 2022-06-23 Guillaume O. Berger , Sriram Sankaranarayanan

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 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

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 discuss the Douglas-Rachford algorithm to solve the feasibility problem for two closed sets $A,B$ in $\mathbb{R}^d$. We prove its local convergence to a fixed point when $A,B$ are finite unions of convex sets. We also show that for more…

Optimization and Control · Mathematics 2014-01-27 H. H. Bauschke , D. Noll

This article presents a novel numerically tractable technique for synthesizing Lyapunov functions for equilibria of nonlinear vector fields. In broad strokes, corresponding to an isolated equilibrium point of a given vector field, a…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Raavi Gupta , Sameep Chattopadhyay , Pradyumna Paruchuri , Debasish Chatterjee

In this paper, locally Lipschitz, regular functions are utilized to identify and remove infeasible directions from set-valued maps that define differential inclusions. The resulting reduced set-valued map is point-wise smaller (in the sense…

Systems and Control · Computer Science 2021-07-07 Rushikesh Kamalapurkar , Warren E. Dixon , Andrew R. Teel

A Path-Complete Lyapunov Function is an algebraic criterion composed of a finite number of functions, called its pieces, and a directed, labeled graph defining Lyapunov inequalities between these pieces. It provides a stability certificate…

Dynamical Systems · Mathematics 2016-12-14 David Angeli , Matthew Philippe , Nikolaos Athanasopoulos , Raphaël M. Jungers

We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…

Optimization and Control · Mathematics 2018-02-07 Timo Aspelmeier , C. Charitha , D. Russell Luke

We provide a constructive proof on the equivalence of two fundamental concepts: the global Lyapunov function in engineering and the potential function in physics, establishing a bridge between these distinct fields. This result suggests new…

Chaotic Dynamics · Physics 2014-03-26 Ruoshi Yuan , Yian Ma , Bo Yuan , Ping Ao

We study the problem of synthesizing polyhedral Lyapunov functions for hybrid linear systems. Such functions are defined as convex piecewise linear functions, with a finite number of pieces. We first prove that deciding whether there exists…

Optimization and Control · Mathematics 2022-09-15 Guillaume O. Berger , Sriram Sankaranarayanan

This paper provides a first example of constructing Lyapunov functions in a class of piecewise linear systems with limit cycles. The method of construction helps analyze and control complex oscillating systems through novel geometric means.…

Chaotic Dynamics · Physics 2013-07-01 Yian Ma , Ruoshi Yuan , Yang Li , Ping Ao , Bo Yuan

Motivated by nonconvex, inconsistent feasibility problems in imaging, the relaxed alternating averaged reflections algorithm, or relaxed Douglas-Rachford algorithm (DR$\lambda$), was first proposed over a decade ago. Convergence results for…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Anna-Lena Martins
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