A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance
From MaRDI portal
Publication:5107962
DOI10.1051/cocv/2018063OpenAlexW2963967625MaRDI QIDQ5107962
Publication date: 29 April 2020
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.02312
Numerical mathematical programming methods (65K05) Monotone operators and generalizations (47H05) Methods involving semicontinuity and convergence; relaxation (49J45) Decomposition methods (49M27) Error analysis and interval analysis (65G99)
Related Items
Douglas–Rachford algorithm for control-constrained minimum-energy control problems ⋮ Principled analyses and design of first-order methods with inexact proximal operators ⋮ Enlargements: a bridge between maximal monotonicity and convexity ⋮ Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms ⋮ SURVEY: SIXTY YEARS OF DOUGLAS–RACHFORD
Cites Work
- Unnamed Item
- Unnamed Item
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems
- Recent results on Douglas-Rachford methods for combinatorial optimization problems
- Monotone (nonlinear) operators in Hilbert space
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Enlargement of monotone operators with applications to variational inequalities
- A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
- Error bounds for proximal point subproblems and associated inexact proximal point algorithms
- Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
- 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
- A family of projective splitting methods for the sum of two maximal monotone operators
- An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions
- A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS*
- Splitting Methods in Communication, Imaging, Science, and Engineering
- The Douglas–Rachford Algorithm in the Absence of Convexity
- On Weak Convergence of the Douglas–Rachford Method
- Local Linear Convergence of the ADMM/Douglas--Rachford Algorithms without Strong Convexity and Application to Statistical Imaging
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Activity Identification and Local Linear Convergence of Douglas–Rachford/ADMM under Partial Smoothness
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Alternating Projections and Douglas-Rachford for Sparse Affine Feasibility
- Nonconvex Notions of Regularity and Convergence of Fundamental Algorithms for Feasibility Problems
- Weak convergence of the sequence of successive approximations for nonexpansive mappings
- A family of enlargements of maximal monotone operators