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Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…

Optimization and Control · Mathematics 2024-12-10 Howard Heaton

The Douglas-Rachford method has been employed successfully to solve many kinds of non-convex feasibility problems. In particular, recent research has shown surprising stability for the method when it is applied to finding the intersections…

Numerical Analysis · Mathematics 2018-09-21 Bishnu P. Lamichhane , Scott B. Lindstrom , Brailey Sims

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

We present an efficient algorithm for regularized optimal transport. In contrast to previous methods, we use the Douglas-Rachford splitting technique to develop an efficient solver that can handle a broad class of regularizers. The…

Machine Learning · Computer Science 2023-05-31 Jacob Lindbäck , Zesen Wang , Mikael Johansson

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

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

In this paper we present two Douglas-Rachford inspired iteration schemes which can be applied directly to N-set convex feasibility problems in Hilbert space. Our main results are weak convergence of the methods to a point whose nearest…

Optimization and Control · Mathematics 2018-05-28 Jonathan M. Borwein , Matthew K. Tam

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

We propose a splitting method for solving an equilibrium problem involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of two appropriate maximally monotone operators.…

Optimization and Control · Mathematics 2012-06-28 Luis M. Briceño-Arias

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

We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex minimization template. We provide practical guidance on the…

Optimization and Control · Mathematics 2019-05-01 Volkan Cevher , Bang Cong Vu , Alp Yurtsever

We propose the shadow Davis-Yin three-operator splitting method to solve nonconvex optimisation problems. Its convergence analysis is based on a merit function resembling the Moreau envelope. We explore variational analysis properties…

Optimization and Control · Mathematics 2025-12-24 Felipe Atenas

In this paper, we propose a new algorithm combining the Douglas-Rachford (DR) algorithm and the Frank-Wolfe algorithm, also known as the conditional gradient (CondG) method, for solving the classic convex feasibility problem. Within the…

Optimization and Control · Mathematics 2021-06-09 R. Díaz Millán , O. P. Ferreira , J. Ugon

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…

Numerical Analysis · Computer Science 2016-12-22 Ziqiang Shi , Rujie Liu

In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-16 Richard Heusdens , Guoqiang Zhang

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

In this paper we study new algorithmic structures with Douglas- Rachford (DR) operators to solve convex feasibility problems. We propose to embed the basic two-set-DR algorithmic operator into the String-Averaging Projections (SAP) and into…

Optimization and Control · Mathematics 2015-12-02 Yair Censor , Rafiq Mansour

In this paper, we propose a new optimization algorithm for sparse logistic regression based on a stochastic version of the Douglas-Rachford splitting method. Our algorithm sweeps the training set by randomly selecting a mini-batch of data…

Optimization and Control · Mathematics 2019-04-09 Luis M. Briceno-Arias , Giovanni Chierchia , Emilie Chouzenoux , Jean-Christophe Pesquet

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…

Optimization and Control · Mathematics 2016-10-17 Puya Latafat , Panagiotis Patrinos

We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…

Optimization and Control · Mathematics 2020-05-01 Ernest K. Ryu , Adrien B. Taylor , Carolina Bergeling , Pontus Giselsson