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Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that resolvents of the operators are available, this problem can be tackled with the Douglas-Rachford…

Optimization and Control · Mathematics 2021-09-24 Heinz H. Bauschke , Shambhavi Singh , Xianfu Wang

The correspondence between the monotonicity of a (possibly) set-valued operator and the firm nonexpansiveness of its resolvent is a key ingredient in the convergence analysis of many optimization algorithms. Firmly nonexpansive operators…

Optimization and Control · Mathematics 2019-02-27 Heinz H. Bauschke , Walaa M. Moursi , Xianfu Wang

We provide a novel transcription of monotone operator theory to the non-Euclidean finite-dimensional spaces $\ell_1$ and $\ell_{\infty}$. We first establish properties of mappings which are monotone with respect to the non-Euclidean norms…

Optimization and Control · Mathematics 2023-03-21 Alexander Davydov , Saber Jafarpour , Anton V. Proskurnikov , Francesco Bullo

For the inclusion problem involving two maximal monotone operators, under the metric subregularity of the composite operator, we derive the linear convergence of the generalized proximal point algorithm and several splitting algorithms,…

Optimization and Control · Mathematics 2016-09-28 Li Shen , Shaohua Pan

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 present a novel derivation for an existing node-based algorithm for distributed optimisation termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, in this work monotone operator theory…

Optimization and Control · Mathematics 2017-11-07 Thomas Sherson , Richard Heusdens , W. Bastiaan Kleijn

We consider resolvent splitting algorithms for finding a zero of the sum of finitely many maximally monotone operators. The standard approach to solving this type of problem involves reformulating as a two-operator problem in the…

Optimization and Control · Mathematics 2024-12-18 Farhana A. Simi , Matthew K. Tam

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

We introduce the first operator splitting method for composite monotone inclusions outside of Hilbert spaces. The proposed primal-dual method constructs iteratively the best Bregman approximation to an arbitrary point from the Kuhn-Tucker…

Optimization and Control · Mathematics 2015-09-10 Patrick L. Combettes , Quang Van Nguyen

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

The problem of finding a minimizer of the sum of two convex functions - or, more generally, that of finding a zero of the sum of two maximally monotone operators - is of central importance in variational analysis. Perhaps the most popular…

Optimization and Control · Mathematics 2014-08-01 Heinz H. Bauschke , Warren L. Hare , Walaa M. Moursi

We introduce the circumcenter mapping induced by a set of (usually nonexpansive) operators. One prominent example of a circumcenter mapping is the celebrated Douglas--Rachford splitting operator. Our study is motivated by the…

Optimization and Control · Mathematics 2018-11-29 Heinz H. Bauschke , Hui Ouyang , Xianfu Wang

Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…

Optimization and Control · Mathematics 2017-11-21 Radu Ioan Bot , Ernö Robert Csetnek , Dennis Meier

In this paper, we study the nonexpansive properties of metric resolvent, and present a convergence rate analysis for the associated fixed-point iterations (Banach-Picard and Krasnosel'skii-Mann types). Equipped with a variable metric, we…

Optimization and Control · Mathematics 2021-09-14 Feng Xue

We study a conical extension of averaged nonexpansive operators and the role it plays in convergence analysis of fixed point algorithms. Various properties of conically averaged operators are systematically investigated, in particular, the…

Optimization and Control · Mathematics 2020-12-01 Sedi Bartz , Minh N. Dao , Hung M. Phan

In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only…

Optimization and Control · Mathematics 2022-07-25 Yura Malitsky , Matthew K. Tam

Duality is most often defined as a relationship between convex functions. If those functions are nonconvex, classical duality breaks down. Notwithstanding, we show that another kind of duality still exists, not between the functions…

Optimization and Control · Mathematics 2026-05-19 Andrew Calcan , Jordan Collard , Alberto De Marchi , Scott B. Lindstrom

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

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…

Optimization and Control · Mathematics 2018-09-10 Benar F. Svaiter

The Douglas-Rachford splitting algorithm was originally proposed in 1956 to solve a system of linear equations arising from the discretization of a partial differential equation. In 1979, Lions and Mercier brought forward a very powerful…

Optimization and Control · Mathematics 2016-04-01 Heinz H. Bauschke , Brett Lukens , Walaa M. Moursi