A Cyclic Douglas-Rachford Iteration Scheme
Optimization and Control
2018-05-28 v4 Functional Analysis
Abstract
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 point projections onto each of the N sets coincide. For affine subspaces, convergence is in norm. Initial results from numerical experiments, comparing our methods to the classical (product-space) Douglas-Rachford scheme, are promising.
Cite
@article{arxiv.1303.1859,
title = {A Cyclic Douglas-Rachford Iteration Scheme},
author = {Jonathan M. Borwein and Matthew K. Tam},
journal= {arXiv preprint arXiv:1303.1859},
year = {2018}
}
Comments
22 pages, 7 figures, 4 tables