On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization

DOI10.1007/S11590-021-01706-3MaRDI QIDQ2230792zbMATH OpenOpenAlexFDO

Authors Goran Banjac, John Lygeros

Publication date 28 September 2021

Published in Optimization Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2004.14459

zbMATH Keywords

convex optimizationDouglas-Rachford algorithmproximal-point algorithminfeasibility detection

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods for variational inequalities and related problems (65K15)

Abstract: The authors in (Banjac et al., 2019) recently showed that the Douglas-Rachford algorithm provides certificates of infeasibility for a class of convex optimization problems. In particular, they showed that the difference between consecutive iterates generated by the algorithm converges to certificates of primal and dual strong infeasibility. Their result was shown in a finite dimensional Euclidean setting and for a particular structure of the constraint set. In this paper, we extend the result to real Hilbert spaces and a general nonempty closed convex set. Moreover, we show that the proximal-point algorithm applied to the set of optimality conditions of the problem generates similar infeasibility certificates.

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Cited in

(4)

• scientific article; zbMATH DE number 7201315 (Why is no real title available?)
• On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint
• scientific article; zbMATH DE number 5586189 (Why is no real title available?)
• On a primal-dual Newton proximal method for convex quadratic programs

Describes a project that uses

Uses Software

• OSQP
• FBstab
• QPALM
• COSMO

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