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The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can…

Information Theory · Computer Science 2020-06-05 Eitan Levin , Tamir Bendory

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

Douglas-Rachford (DR) algorithm is analyzed for Fourier phase retrieval with a single random phase mask. Local, geometric convergence to a unique fixed point is proved with numerical demonstration of global convergence.

Numerical Analysis · Mathematics 2015-09-04 Pengwen Chen , Albert Fannjiang

After re-casting the $n$-dimensional wavelet construction problem as a feasibility problem with constraints arising from the requirements of compact support, smoothness and orthogonality, the Douglas--Rachford algorithm is employed in the…

Classical Analysis and ODEs · Mathematics 2020-06-08 David Franklin , Jeffrey A. Hogan , Matthew K. Tam

More than 40 years ago, Lions and Mercier introduced in a seminal paper the Douglas-Rachford algorithm. Today, this method is well recognized as a classical and highly successful splitting method to find minimizers of the sum of two (not…

Optimization and Control · Mathematics 2021-06-23 Heinz H. Bauschke , Walaa M. Moursi

The Douglas-Rachford and Peaceman-Rachford algorithms have been successfully employed to solve convex optimization problems, or more generally find zeros of monotone inclusions. Recently, the behaviour of these methods in the inconsistent…

Optimization and Control · Mathematics 2024-05-28 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya , Walaa M. Moursi , Matthew Saurette

We show that the weak convergence of the Douglas--Rachford algorithm for finding a zero of the sum of two maximally monotone operators cannot be improved to strong convergence. Likewise, we show that strong convergence can fail for the…

Optimization and Control · Mathematics 2019-12-23 Minh N. Bùi , Patrick L. Combettes

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 algorithm (DRA) is a powerful optimization method for minimizing the sum of two convex (not necessarily smooth) functions. The vast majority of previous research dealt with the case when the sum has at least one…

Optimization and Control · Mathematics 2020-07-10 Heinz H. Bauschke , Walaa M. Moursi

Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…

Numerical Analysis · Mathematics 2025-06-13 Liqi Guo , Ruike Xiang , Deren Han , Jiaxin Xie

In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized DC (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth…

Optimization and Control · Mathematics 2024-04-24 Yonghong Yao , Lateef O. Jolaoso , Yekini Shehu , Jen-Chih Yao

In this paper, we present a Douglas-Rachford splitting algorithm within a Hilbert space framework that yields a projected solution for a quasi-variational inequality. This is achieved under the conditions that the operator associated with…

Optimization and Control · Mathematics 2024-07-19 Maede Ramazannejad

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

This paper presents a reformulation of the construction of nonseparable multiresolution quaternion-valued wavelets on the plane as a feasibility problem. The constraint sets in the feasibility problem are derived from the standard…

Classical Analysis and ODEs · Mathematics 2026-01-21 Neil D. Dizon , Jeffrey A. Hogan

In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…

Optimization and Control · Mathematics 2024-10-01 Yakun Dong , Kristian Bredies , Hongpeng Sun

We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…

Optimization and Control · Mathematics 2016-04-22 Kristian Bredies , Hongpeng Sun

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…

Optimization and Control · Mathematics 2023-11-29 Kangkang Deng , Jiang Hu , Hongxia Wang

We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean spaces. Of special interest are the Method of Alternating Projections (MAP) and the Douglas-Rachford or Averaged Alternating Reflection Algorithm…

Optimization and Control · Mathematics 2014-03-17 Robert Hesse , D. Russell Luke

We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative…

Optimization and Control · Mathematics 2018-10-02 Giuseppe Belgioioso , Sergio Grammatico

While global convergence of the Douglas-Rachford iteration is often observed in applications, proving it is still limited to convex and a handful of other special cases. Lyapunov functions for difference inclusions provide not only global…

Optimization and Control · Mathematics 2018-10-17 Ohad Giladi , Björn S. Rüffer