On Weak Convergence of the Douglas–Rachford Method
From MaRDI portal
Publication:2999830
DOI10.1137/100788100zbMath1220.47064OpenAlexW1967317714MaRDI QIDQ2999830
Publication date: 17 May 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100788100
Nonsmooth analysis (49J52) Monotone operators and generalizations (47H05) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
Related Items
A splitting algorithm for finding fixed points of nonexpansive mappings and solving equilibrium problems ⋮ Generalized Krasnoselskii-Mann-type iterations for nonexpansive mappings in Hilbert spaces ⋮ On the Douglas-Rachford algorithm ⋮ A Two-Stage Color Image Segmentation Method Based on Saturation-Value Total Variation ⋮ Linear convergence of the generalized Douglas-Rachford algorithm for feasibility problems ⋮ Inertial Douglas-Rachford splitting for monotone inclusion problems ⋮ Asymptotic behaviour of a nonautonomous evolution equation governed by a quasi-nonexpansive operator ⋮ Convergence analysis of two-step inertial Douglas-Rachford algorithm and application ⋮ Local Linear Convergence of the ADMM/Douglas--Rachford Algorithms without Strong Convexity and Application to Statistical Imaging ⋮ Circumcentering the Douglas-Rachford method ⋮ Solving graph coloring problems with the Douglas-Rachford algorithm ⋮ A Dynamical Splitting Method for Minimizing the Sum of Three Convex Functions ⋮ A simplified form of block-iterative operator splitting and an asynchronous algorithm resembling the multi-block alternating direction method of multipliers ⋮ A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms ⋮ On the circumcentered-reflection method for the convex feasibility problem ⋮ Least gradient problems with Neumann boundary condition ⋮ Splitting extragradient-like algorithms for strongly pseudomonotone equilibrium problems ⋮ Two new splitting algorithms for equilibrium problems ⋮ A splitting method for finding the resolvent of the sum of two maximal monotone operators ⋮ On the linear convergence of the circumcentered-reflection method ⋮ Proximal algorithms for multicomponent image recovery problems ⋮ Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists ⋮ A parameterized Douglas-Rachford algorithm ⋮ The Douglas-Rachford algorithm for convex and nonconvex feasibility problems ⋮ Computing the resolvent of the sum of maximally monotone operators with the averaged alternating modified reflections algorithm ⋮ Convergence Rate Analysis for Averaged Fixed Point Iterations in Common Fixed Point Problems ⋮ The Douglas--Rachford Algorithm Converges Only Weakly ⋮ A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance ⋮ Construction of quantum states with special properties by projection methods ⋮ A generalized forward-backward splitting operator: degenerate analysis and applications ⋮ Douglas–Rachford algorithm for control-constrained minimum-energy control problems ⋮ Solving monotone inclusions involving the sum of three maximally monotone operators and a cocoercive operator with applications ⋮ Demiclosedness principles for generalized nonexpansive mappings ⋮ A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity ⋮ Primal-dual splittings as fixed point iterations in the range of linear operators ⋮ A Douglas-Rachford splitting method for solving equilibrium problems ⋮ Attouch-Théra duality revisited: Paramonotonicity and operator splitting ⋮ Strong convergence of a splitting projection method for the sum of maximal monotone operators ⋮ Recent results on Douglas-Rachford methods for combinatorial optimization problems ⋮ Comparing Averaged Relaxed Cutters and Projection Methods: Theory and Examples ⋮ Douglas-Rachford splitting algorithm for solving state-dependent maximal monotone inclusions ⋮ Forward-partial inverse-forward splitting for solving monotone inclusions ⋮ A Lyapunov-type approach to convergence of the Douglas-Rachford algorithm for a nonconvex setting ⋮ A three-operator splitting scheme and its optimization applications ⋮ A new projection method for finding the closest point in the intersection of convex sets ⋮ The forward-backward algorithm and the normal problem ⋮ Strong convergence theorems by hybrid and shrinking projection methods for sums of two monotone operators ⋮ The rate of linear convergence of the Douglas-Rachford algorithm for subspaces is the cosine of the Friedrichs angle ⋮ Strong convergence of a splitting proximal projection method for the sum of two maximal monotone operators ⋮ On the Finite Convergence of the Douglas--Rachford Algorithm for Solving (Not Necessarily Convex) Feasibility Problems in Euclidean Spaces ⋮ Projective splitting methods for sums of maximal monotone operators with applications ⋮ A hybrid iterative algorithm for solving monotone variational inclusion and hierarchical fixed point problems ⋮ New Demiclosedness Principles for (Firmly) Nonexpansive Operators ⋮ Douglas-Rachford splitting for the sum of a Lipschitz continuous and a strongly monotone operator ⋮ New Douglas--Rachford Algorithmic Structures and Their Convergence Analyses ⋮ Linear convergence of the Douglas–Rachford method for two closed sets ⋮ Convergence Rate Analysis of Inertial Krasnoselskii–Mann Type Iteration with Applications ⋮ A second-order adaptive Douglas-Rachford dynamic method for maximal \(\alpha\)-monotone operators ⋮ The Douglas-Rachford algorithm in the affine-convex case ⋮ The Douglas--Rachford Algorithm for Two (Not Necessarily Intersecting) Affine Subspaces ⋮ A simplified proof of weak convergence in Douglas-Rachford method ⋮ Constraint reduction reformulations for projection algorithms with applications to wavelet construction ⋮ A parameterized three-operator splitting algorithm and its expansion ⋮ On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint ⋮ ON THE CONVERGENCE RATE OF THE KRASNOSEL’SKIĬ–MANN ITERATION ⋮ New strong convergence method for the sum of two maximal monotone operators ⋮ A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs ⋮ On the finite termination of the Douglas-Rachford method for the convex feasibility problem ⋮ Non-stationary Douglas-Rachford and alternating direction method of multipliers: adaptive step-sizes and convergence ⋮ Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions ⋮ SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD ⋮ Adaptive Douglas--Rachford Splitting Algorithm for the Sum of Two Operators ⋮ Dualize, split, randomize: toward fast nonsmooth optimization algorithms ⋮ Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions ⋮ APPLICATION OF PROJECTION ALGORITHMS TO DIFFERENTIAL EQUATIONS: BOUNDARY VALUE PROBLEMS ⋮ Adaptive Douglas--Rachford Splitting Algorithm from a Yosida Approximation Standpoint ⋮ Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM ⋮ Convergence of an Inertial Shadow Douglas-Rachford Splitting Algorithm for Monotone Inclusions ⋮ Degenerate Preconditioned Proximal Point Algorithms ⋮ A splitting algorithm for system of composite monotone inclusions