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The Douglas-Rachford algorithm is a simple yet effective method for solving convex feasibility problems. However, if the underlying constraints are inconsistent, then the convergence theory is incomplete. We provide convergence results when…

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

The Douglas Rachford algorithm is an algorithm that converges to a minimizer of a sum of two convex functions. The algorithm consists in fixed point iterations involving computations of the proximity operators of the two functions…

最优化与控制 · 数学 2018-04-04 Adil Salim , Pascal Bianchi , Walid Hachem

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…

最优化与控制 · 数学 2024-07-19 Maede Ramazannejad

The Douglas-Rachford and Peaceman-Rachford algorithms have been successfully employed to solve convex optimization problems, or more generally find zeros of monotone inclusions. Recently, the behaviour of these methods in the inconsistent…

The Douglas-Rachford method, a projection algorithm designed to solve continuous optimization problems, forms the basis of a useful heuristic for solving combinatorial optimization problems. In order to successfully use the method, it is…

最优化与控制 · 数学 2019-04-22 Francisco J. Aragón Artacho , Rubén Campoy , 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…

最优化与控制 · 数学 2022-06-16 Walaa M. Moursi

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

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

More than 40 years ago, Lions and Mercier introduced in a seminal paper the Douglas-Rachford algorithm. Today, this method is well recognized as a classical and highly successful splitting method to find minimizers of the sum of two (not…

最优化与控制 · 数学 2021-06-23 Heinz H. Bauschke , Walaa M. Moursi

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

We analyze the Douglas-Rachford splitting method for weakly convex optimization problems, by the token of the Douglas-Rachford envelope, a merit function akin to the Moreau envelope. First, we use epi-convergence techniques to show that…

最优化与控制 · 数学 2024-12-30 Felipe Atenas

In this paper, we propose and study the iteration complexity of an inexact Douglas-Rachford splitting (DRS) method and a Douglas-Rachford-Tseng's forward-backward (F-B) splitting method for solving two-operator and four-operator monotone…

最优化与控制 · 数学 2017-12-01 M. Marques Alves , M. Geremia

The Douglas-Rachford projection algorithm is an iterative method used to find a point in the intersection of closed constraint sets. The algorithm has been experimentally observed to solve various nonconvex feasibility problems which…

最优化与控制 · 数学 2020-04-06 Minh N. Dao , Matthew K. Tam

The Douglas-Rachford splitting algorithm is a classical optimization method that has found many applications. When specialized to two normal cone operators, it yields an algorithm for finding a point in the intersection of two convex sets.…

最优化与控制 · 数学 2013-12-24 Heinz H. Bauschke , J. Y. Bello Cruz , Tran T. A. Nghia , Hung M. Phan , Xianfu Wang

Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…

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

This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…

最优化与控制 · 数学 2017-09-19 Nguyen Hieu Thao

In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for…

最优化与控制 · 数学 2024-11-19 Leyu Hu , Jiaxin Xie , Xingju Cai , Deren Han

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…

最优化与控制 · 数学 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…

最优化与控制 · 数学 2014-08-01 Heinz H. Bauschke , Warren L. Hare , Walaa M. Moursi

The Douglas-Rachford algorithm (DRA) is a powerful optimization method for minimizing the sum of two convex (not necessarily smooth) functions. The vast majority of previous research dealt with the case when the sum has at least one…

最优化与控制 · 数学 2020-07-10 Heinz H. Bauschke , Walaa M. Moursi