Related papers: Operator Splitting Performance Estimation: Tight c…
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…
In this work we propose a new splitting technique, namely Asymmetric Forward-Backward-Adjoint splitting, for solving monotone inclusions involving three terms, a maximally monotone, a cocoercive and a bounded linear operator. Classical…
In the past decade, we had developed a series of splitting contraction algorithms for separable convex optimization problems, at the root of the alternating direction method of multipliers. Convergence of these algorithms was studied under…
This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general…
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…
We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be…
Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…
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…
We shed light on the structure of the "three-operator" version of the forward-Douglas--Rachford splitting algorithm for finding a zero of a sum of maximally monotone operators $A + B + C$, where $B$ is cocoercive, involving only the…
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…
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…
Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging…
Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…
We study decentralized smooth optimization problems over compact submanifolds. Recasting it as a composite optimization problem, we propose a decentralized Douglas-Rachford splitting algorithm, DDRS. When the proximal operator of the local…
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…
Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this paper, we show global linear convergence rate bounds for…
Online and stochastic learning has emerged as powerful tool in large scale optimization. In this work, we generalize the Douglas-Rachford splitting (DRs) method for minimizing composite functions to online and stochastic settings (to our…
The obstacle problem is a class of free boundary problems which finds applications in many disciplines such as porous media, financial mathematics and optimal control. In this paper, we propose two operator-splitting methods to solve the…
Operator splitting is a popular divide-and-conquer strategy for solving differential equations. Typically, the right-hand side of the differential equation is split into a number of parts that are then integrated separately. Many methods…
Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Weak convergence in this method to a solution of the underlying monotone inclusion problem in the general case remained an…