On Slater's condition and finite convergence of the Douglas-Rachford algorithm for solving convex feasibility problems in Euclidean spaces
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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.
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Cited in
(19)- Convergence analysis of Douglas-Rachford splitting method for ``strongly + weakly convex programming
- On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization
- New Douglas-Rachford algorithmic structures and their convergence analyses
- Comparing averaged relaxed cutters and projection methods: theory and examples
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- SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
- On the finite termination of the Douglas-Rachford method for the convex feasibility problem
- The Douglas-Rachford algorithm for a hyperplane and a doubleton
- On the finite convergence of the Douglas-Rachford algorithm for solving (not necessarily convex) feasibility problems in Euclidean spaces
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- Finitely convergent iterative methods with overrelaxations revisited
- Linear convergence of projection algorithms
- Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems
- The rate of linear convergence of the Douglas-Rachford algorithm for subspaces is the cosine of the Friedrichs angle
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