The Douglas--Rachford Algorithm for Two (Not Necessarily Intersecting) Affine Subspaces

DOI10.1137/15M1016989zbMath1341.47064arXiv1504.03721OpenAlexW2592535213MaRDI QIDQ2804207

Walaa M. Moursi, Heinz H. Bauschke

Publication date: 28 April 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03721

zbMATH Keywords

fixed pointgeneralized solutionlinear convergenceprojection operatormaximally monotone operatoraffine subspaceAttouch-Théra dualityDouglas-Rachford splitting operatornormal cone operatorfirmly nonexpansive mappingnormal problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Duality theory (optimization) (49N15) Decomposition methods (49M27) Perturbations of nonlinear operators (47H14)

Related Items (23)

On the minimal displacement vector of compositions and convex combinations of nonexpansive mappings ⋮ On the Douglas-Rachford algorithm ⋮ On the minimal displacement vector of the Douglas-Rachford operator ⋮ On the circumcentered-reflection method for the convex feasibility problem ⋮ Affine nonexpansive operators, Attouch-Théra duality and the Douglas-Rachford algorithm ⋮ On the linear convergence of the circumcentered-reflection method ⋮ The block-wise circumcentered-reflection method ⋮ The Splitting Algorithms by Ryu, by Malitsky–Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection ⋮ Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming ⋮ On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization ⋮ On sums and convex combinations of projectors onto convex sets ⋮ The forward-backward algorithm and the normal problem ⋮ General splitting methods with linearization for the split feasibility problem ⋮ Douglas-Rachford splitting for the sum of a Lipschitz continuous and a strongly monotone operator ⋮ Infeasibility detection in the alternating direction method of multipliers for convex optimization ⋮ Douglas-Rachford splitting and ADMM for pathological convex optimization ⋮ The magnitude of the minimal displacement vector for compositions and convex combinations of firmly nonexpansive mappings ⋮ Convergence Analysis of the Relaxed Douglas--Rachford Algorithm ⋮ On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint ⋮ Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings ⋮ A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs ⋮ SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD ⋮ Convergence Analysis of Douglas--Rachford Splitting Method for “Strongly + Weakly” Convex Programming

Uses Software

• GeoGebra

Cites Work

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