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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…

最优化与控制 · 数学 2021-06-09 R. Díaz Millán , O. P. Ferreira , J. Ugon

Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) can be used to solve convex optimization problems that consist of a sum of two functions. Convergence rate estimates for these algorithms have received…

最优化与控制 · 数学 2015-03-04 Pontus Giselsson

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

最优化与控制 · 数学 2022-06-10 A. Benfenati , E. Chouzenoux , J. -C. Pesquet

The Douglas--Rachford (DR) and alternating direction method of multipliers (ADMM) are two proximal splitting algorithms designed to minimize the sum of two proper lower semi-continuous convex functions whose proximity operators are easy to…

最优化与控制 · 数学 2017-03-07 Jingwei Liang , Jalal Fadili , Gabriel Peyré

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…

最优化与控制 · 数学 2015-12-02 Yair Censor , Rafiq Mansour

Douglas-Rachford Splitting (DRS) methods based on the proximal point algorithms for the Poisson and Gaussian log-likelihood functions are proposed for ptychography and phase retrieval. Fixed point analysis shows that the DRS iterated…

数值分析 · 数学 2020-04-13 A. Fannjiang , Z. Zhang

In this paper, we study the generalized Douglas-Rachford algorithm and its cyclic variants which include many projection-type methods such as the classical Douglas-Rachford algorithm and the alternating projection algorithm. Specifically,…

最优化与控制 · 数学 2020-04-14 Minh N. Dao , Hung M. Phan

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…

最优化与控制 · 数学 2024-10-01 Yakun Dong , Kristian Bredies , Hongpeng Sun

We introduce and study a geometric modification of the Douglas-Rach\-ford method called the Circumcentered-Douglas-Rachford method. This method iterates by taking the intersection of bisectors of reflection steps for solving certain classes…

最优化与控制 · 数学 2020-08-11 Roger Behling , Jose Yunier Bello Cruz , Luiz-Rafael Santos

Convex quadratic programs (QPs) are fundamental to numerous applications, including finance, engineering, and energy systems. Among the various methods for solving them, the Douglas-Rachford (DR) splitting algorithm is notable for its…

最优化与控制 · 数学 2025-08-19 Jinxin Xiong , Xi Gao , Linxin Yang , Jiang Xue , Xiaodong Luo , Akang Wang

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

最优化与控制 · 数学 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

The Douglas--Rachford algorithm is a popular algorithm for solving both convex and nonconvex feasibility problems. While its behaviour is settled in the convex inconsistent case, the general nonconvex inconsistent case is far from being…

最优化与控制 · 数学 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Scott B. Lindstrom

The Douglas-Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility…

最优化与控制 · 数学 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Dominikus Noll , Hung M. Phan

Solving feasibility problems is a central task in mathematics and the applied sciences. One particularly successful method is the Douglas-Rachford algorithm. In this paper, we provide many new conditions sufficient for finite convergence.…

最优化与控制 · 数学 2020-04-14 Heinz H. Bauschke , Minh N. Dao

The difference-of-convex (DC) program is an important model in nonconvex optimization due to its structure, which encompasses a wide range of practical applications. In this paper, we aim to tackle a generalized class of DC programs, where…

最优化与控制 · 数学 2025-05-29 Tan Nhat Pham , Minh N. Dao , Nima Amjady , Rakibuzzaman Shah

We provide new insight into the convergence properties of the Douglas-Rachford algorithm for the problem $\min_x \{f(x)+g(x)\}$, where $f$ and $g$ are convex functions. Our approach relies on and highlights the natural primal-dual symmetry…

最优化与控制 · 数学 2021-11-12 Javier Peña , Juan C. Vera , Luis F. Zuluaga

Recently, circumcentering reflection method (CRM) has been introduced for solving the feasibility problem of finding a point in the intersection of closed constraint sets. It is closely related with Douglas--Rachford method (DR). We prove…

最优化与控制 · 数学 2021-12-28 Neil Dizon , Jeffrey Hogan , Scott B. Lindstrom

Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Each of its iterations requires the sequential solution of two proximal subproblems. The aim of this work is to present a…

最优化与控制 · 数学 2018-09-10 Benar F. Svaiter

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…

数值分析 · 计算机科学 2016-12-22 Ziqiang Shi , Rujie Liu

In this work we focus on the convex feasibility problem (CFP) in Hilbert space. A specific method in this area that has gained a lot of interest in recent years is the Douglas-Rachford (DR) algorithm. This algorithm was originally…

最优化与控制 · 数学 2022-11-08 Kay Barshad , Aviv Gibali , Simeon Reich