On the Douglas–Rachford Algorithm for Solving Possibly Inconsistent Optimization Problems

DOI10.1287/MOOR.2022.1347MaRDI QIDQ6149389zbMATH OpenOpenAlexFDO

Authors Heinz H. Bauschke, Walaa M. Moursi

Publication date 5 March 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.11547

zbMATH Keywords

convex functionsconvex optimization problemDouglas-Rachford algorithminconsistent optimization problemminimal displacement vectornormal problemproximal mappingresolvent

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25)

Abstract: 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 necessarily smooth) convex functions. While the underlying theory has matured, one case remains a mystery: the behaviour of the shadow sequence when the given functions have disjoint domains. Building on previous work, we establish for the first time weak and value convergence of the shadow sequence generated by the Douglas-Rachford algorithm in a setting of unprecedented generality. The weak limit point is shown to solve the associated normal problem which is a minimal perturbation of the original optimization problem. We also present new results on the geometry of the minimal displacement vector.

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(5)

• On the minimal displacement vector of the Douglas-Rachford operator
• Douglas–Rachford algorithm for control-constrained minimum-energy control problems
• Infeasible and critically feasible optimal control
• Coordinate-update algorithms can efficiently detect infeasible optimization problems
• The range of the Douglas-Rachford operator in infinite-dimensional Hilbert spaces

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