Linear convergence of the Douglas-Rachford method for two closed sets
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\(R\)-linear convergenceaffine-hull reductionDouglas-Rachford methodFejér monotonicitylinear regularitystrong regularitysuperregularity
Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Nonsmooth analysis (49J52) Decomposition methods (49M27) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26)
Abstract: In this paper, we investigate the Douglas-Rachford method for two closed (possibly nonconvex) sets in Euclidean spaces. We show that under certain regularity conditions, the Douglas-Rachford method converges locally with R-linear rate. In convex settings, we prove that the linear convergence is global. Our study recovers recent results on the same topic.
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