On Slater's condition and finite convergence of the Douglas-Rachford algorithm for solving convex feasibility problems in Euclidean spaces
From MaRDI portal
Publication:288232
DOI10.1007/S10898-015-0373-5zbMATH Open1345.90065arXiv1504.06969OpenAlexW1901524206MaRDI QIDQ288232FDOQ288232
Authors: Heinz H. Bauschke, Minh N. Dao, Dominikus Noll, Hung M. Phan 
Publication date: 25 May 2016
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: The Douglas-Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility problems. Our analysis builds upon, and considerably extends, pioneering work by Spingarn. Specifically, we obtain finite convergence in the presence of Slater's condition in the affine-polyhedral and in a hyperplanar-epigraphical case. Various examples illustrate our results. Numerical experiments demonstrate the competitiveness of the Douglas-Rachford algorithm for solving linear equations with a positivity constraint when compared to the method of alternating projections and the method of reflection-projection.
Full work available at URL: https://arxiv.org/abs/1504.06969
Recommendations
- On the finite convergence of the Douglas-Rachford algorithm for solving (not necessarily convex) feasibility problems in Euclidean spaces
- On the local convergence of the Douglas-Rachford algorithm
- Linear convergence of the generalized Douglas-Rachford algorithm for feasibility problems
- The Douglas-Rachford algorithm in the affine-convex case
- A convergent relaxation of the Douglas-Rachford algorithm
alternating projectionsconvex setconvex feasibility problemmonotone operatorprojectorDouglas-Rachford algorithmepigraphfinite convergencemethod of reflection-projectionpartial inversepolyhedral setSlater's condition
Cites Work
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Variational Analysis
- Convex analysis and monotone operator theory in Hilbert spaces
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Convex Analysis
- Title not available (Why is that?)
- An easy path to convex analysis and applications
- Monotone Operators and the Proximal Point Algorithm
- Iterative methods for fixed point problems in Hilbert spaces
- Iterative construction of the resolvent of a sum of maximal monotone operators
- A primal-dual projection method for solving systems of linear inequalities
- The rate of linear convergence of the Douglas-Rachford algorithm for subspaces is the cosine of the Friedrichs angle
- Linear convergence of the Douglas-Rachford method for two closed sets
- Linear and strong convergence of algorithms involving averaged nonexpansive operators
- Nonconvex notions of regularity and convergence of fundamental algorithms for feasibility problems
- Proximal point algorithm, Douglas-Rachford algorithm and alternating projections: a case study
- Asymptotic Convergence Analysis of the Proximal Point Algorithm
- On Fixed Points of Non-Expansive Piecewise Isometric Mappings
- Proximal Decomposition on the Graph of a Maximal Monotone Operator
- Partial inverse of a monotone operator
- Stability of closedness of convex cones under linear mappings
- Finding best approximation pairs relative to two closed convex sets in Hilbert spaces
- Reflection-projection method for convex feasibility problems with an obtuse cone
Cited In (18)
- Adaptive Douglas--Rachford Splitting Algorithm for the Sum of Two Operators
- Linear convergence of the generalized Douglas-Rachford algorithm for feasibility problems
- On the finite convergence of the Douglas-Rachford algorithm for solving (not necessarily convex) feasibility problems in Euclidean spaces
- On the order of the operators in the Douglas-Rachford algorithm
- Finitely convergent iterative methods with overrelaxations revisited
- Convergence analysis of Douglas-Rachford splitting method for ``strongly + weakly convex programming
- SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
- Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems
- Linear convergence of the Douglas-Rachford method for two closed sets
- On the finite termination of the Douglas-Rachford method for the convex feasibility problem
- The Douglas-Rachford algorithm in the affine-convex case
- Local convergence properties of Douglas-Rachford and alternating direction method of multipliers
- The Douglas-Rachford algorithm for a hyperplane and a doubleton
- The rate of linear convergence of the Douglas-Rachford algorithm for subspaces is the cosine of the Friedrichs angle
- New Douglas-Rachford algorithmic structures and their convergence analyses
- Comparing Averaged Relaxed Cutters and Projection Methods: Theory and Examples
- Linear Convergence of Projection Algorithms
- A Lyapunov-type approach to convergence of the Douglas-Rachford algorithm for a nonconvex setting
Uses Software
This page was built for publication: On Slater's condition and finite convergence of the Douglas-Rachford algorithm for solving convex feasibility problems in Euclidean spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q288232)
