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The Douglas--Rachford method is a splitting method frequently employed for finding zeroes of sums of maximally monotone operators. When the operators in question are normal cones operators, the iterated process may be used to solve…

Optimization and Control · Mathematics 2020-01-28 Scott B. Lindstrom , Brailey Sims

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

We introduce and study a geometric modification of the Douglas-Rach\-ford method called the Circumcentered-Douglas-Rachford method. This method iterates by taking the intersection of bisectors of reflection steps for solving certain classes…

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

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

The Douglas-Rachford method is a popular splitting technique for finding a zero of the sum of two subdifferential operators of proper closed convex functions; more generally two maximally monotone operators. Recent results concerned with…

Optimization and Control · Mathematics 2018-05-25 Walaa M. Moursi , Lieven Vandenberghe

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…

Optimization and Control · Mathematics 2024-01-15 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

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

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…

Numerical Analysis · Mathematics 2018-12-10 Ronny Bergmann , Johannes Persch , Gabriele Steidl

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

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

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

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

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…

Optimization and Control · Mathematics 2021-03-17 Minh Dao , Neil Dizon , Jeffrey Hogan , Matthew Tam

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

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

The Douglas-Rachford algorithm is one of the most prominent splitting algorithms for solving convex optimization problems. Recently, the method has been successful in finding a generalized solution (provided that one exists) for…

Optimization and Control · Mathematics 2022-06-16 Walaa M. Moursi

In this paper, we study a parameterized Douglas-Rachford splitting method for a class of nonconvex optimization problem. A new merit function is constructed to establish the convergence of the whole sequence generated by the parameterized…

Optimization and Control · Mathematics 2020-06-17 Fengmiao Bian , Xiaoqun Zhang

In this paper, we propose several graph-based extensions of the Douglas-Rachford splitting (DRS) method to solve monotone inclusion problems involving the sum of $N$ maximal monotone operators. Our construction is based on a two-layer…

Optimization and Control · Mathematics 2022-11-10 Kristian Bredies , Enis Chenchene , Emanuele Naldi

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

Operator 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 all simple pieces of the…

Optimization and Control · Mathematics 2015-07-09 Damek Davis