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In this paper, we study a parameterized Douglas-Rachford splitting method for a class of nonconvex optimization problem. A new merit function is constructed to establish the convergence of the whole sequence generated by the parameterized…

最优化与控制 · 数学 2020-06-17 Fengmiao Bian , Xiaoqun Zhang

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…

最优化与控制 · 数学 2021-02-15 Goran Banjac

We prove that the Douglas--Rachford method applied to two closed convex cones in the Euclidean plane converges in finitely many steps if and only if the set of fixed points of the Douglas--Rachford operator is nontrivial. We analyze this…

最优化与控制 · 数学 2023-10-27 Minh N. Dao , Mareike Dressler , Hongzhi Liao , Vera Roshchina

The Douglas-Rachford (DR) algorithm is an iterative procedure that uses sequential reflections onto convex sets and which has become popular for convex feasibility problems. In this paper we propose a structural generalization that allows…

最优化与控制 · 数学 2018-07-18 Francisco J. Aragón Artacho , Yair Censor , Aviv Gibali

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…

数值分析 · 数学 2018-09-21 Bishnu P. Lamichhane , Scott B. Lindstrom , Brailey Sims

The Douglas-Rachford reflection method is a general purpose algorithm useful for solving the feasibility problem of finding a point in the intersection of finitely many sets. In this chapter we demonstrate that applied to a specific…

最优化与控制 · 数学 2018-08-16 Jonathan M. Borwein , Matthew K. Tam

This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure, we apply the Douglas-Rachford splitting, which generates a…

系统与控制 · 电气工程与系统科学 2026-04-22 Reza Rahimi Baghbadorani , Emilio Benenati , Sergio Grammatico

We present the convergence analysis of convex combination of the alternating projection and Douglas-Rachford operators for solving the phase retrieval problem. New convergence criteria for iterations generated by the algorithm are…

数值分析 · 数学 2020-02-06 Nguyen Hieu Thao , Oleg Soloviev , Michel Verhaegen

The elementary Euclidean concept of circumcenter has recently been employed to improve two aspects of the classical Douglas--Rachford method for projecting onto the intersection of affine subspaces. The so-called circumcentered-reflection…

最优化与控制 · 数学 2021-03-30 Roger Behling , J. -Yunier Bello-Cruz , Luiz-Rafael Santos

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…

数值分析 · 数学 2018-12-10 Ronny Bergmann , Johannes Persch , Gabriele Steidl

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 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

We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…

最优化与控制 · 数学 2018-02-07 Timo Aspelmeier , C. Charitha , D. Russell Luke

We consider the application of the Douglas-Rachford (DR) algorithm to solve linear-quadratic (LQ) control problems with box constraints on the state and control variables. We split the constraints of the optimal control problem into two…

最优化与控制 · 数学 2024-01-17 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

We prove that the sequences generate by the Douglas-Rachford method converge weakly to a solution of the inclusion problem

最优化与控制 · 数学 2010-07-14 B. F. Svaiter

Although originally designed and analyzed for convex problems, the alternating direction method of multipliers (ADMM) and its close relatives, Douglas-Rachford splitting (DRS) and Peaceman-Rachford splitting (PRS), have been observed to…

最优化与控制 · 数学 2020-02-25 Andreas Themelis , Panagiotis Patrinos

The Douglas-Rachford method is a popular splitting technique for finding a zero of the sum of two subdifferential operators of proper closed convex functions; more generally two maximally monotone operators. Recent results concerned with…

最优化与控制 · 数学 2018-05-25 Walaa M. Moursi , Lieven Vandenberghe

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems whose objective function is the sum of three nonconvex functions, one of which is expressed in a difference-of-convex (DC) form. This problem class…

最优化与控制 · 数学 2025-06-10 Minh N. Dao , Tan Nhat Pham , Phan Thanh Tung

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…

最优化与控制 · 数学 2018-10-17 Ohad Giladi , Björn S. Rüffer

We expand upon previous work that examined behavior of the iterated Douglas-Rachford method for a line and a circle by considering two generalizations: that of a line and an ellipse and that of a line together with a $p$-sphere. With…