ON WEAK CONVERGENCE OF THE DOUGLAS-RACHFORD METHOD

被引:105
|
作者
Svaiter, B. F. [1 ]
机构
[1] IMPA, BR-22460320 Rio De Janeiro, Brazil
关键词
Douglas-Rachford method; weak convergence; PROJECTIVE SPLITTING METHODS; MONOTONE; SUM;
D O I
10.1137/100788100
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We prove that the sequences generated by the Douglas-Rachford method converge weakly to zero of the sum of two maximal monotone operators using new tools introduced in recent works of Eckstein and the author. The assumption of maximal monotonicity of the sum is also removed, using a recent result of Bauschke.
引用
收藏
页码:280 / 287
页数:8
相关论文
共 50 条
  • [41] The Douglas-Rachford algorithm for a hyperplane and a doubleton
    Bauschke, Heinz H.
    Dao, Minh N.
    Lindstrom, Scott B.
    JOURNAL OF GLOBAL OPTIMIZATION, 2019, 74 (01) : 79 - 93
  • [42] An Inertial Parametric Douglas-Rachford Splitting Method for Nonconvex Problems
    Lu, Tianle
    Zhang, Xue
    MATHEMATICS, 2024, 12 (05)
  • [43] Linearized Douglas-Rachford method for variational inequalities with Lipschitz mappings
    Dong, Qiao-Li
    COMPUTATIONAL & APPLIED MATHEMATICS, 2023, 42 (07):
  • [44] An accelerated variance reducing stochastic method with Douglas-Rachford splitting
    Jingchang Liu
    Linli Xu
    Shuheng Shen
    Qing Ling
    Machine Learning, 2019, 108 : 859 - 878
  • [45] A Cyclic Douglas-Rachford Iteration Scheme
    Borwein, Jonathan M.
    Tam, Matthew K.
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2014, 160 (01) : 1 - 29
  • [46] SURVEY: SIXTY YEARS OF DOUGLAS-RACHFORD
    LINDSTROM, S. C. O. T. T. B.
    SIMS, B. R. A. I. L. E. Y.
    JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2021, 110 (03) : 333 - 370
  • [47] On the order of the operators in the Douglas-Rachford algorithm
    Bauschke, Heinz H.
    Moursi, Walaa M.
    OPTIMIZATION LETTERS, 2016, 10 (03) : 447 - 455
  • [48] The Douglas-Rachford Algorithm in the Absence of Convexity
    Borwein, Jonathan M.
    Sims, Brailey
    FIXED-POINT ALGORITHMS FOR INVERSE PROBLEMS IN SCIENCE AND ENGINEERING, 2011, 49 : 93 - 109
  • [49] Stochastic Forward Douglas-Rachford Splitting Method for Monotone Inclusions
    Cevher, Volkan
    Vu, Bang Cong
    Yurtsever, Alp
    LARGE-SCALE AND DISTRIBUTED OPTIMIZATION, 2018, 2227 : 149 - 179
  • [50] A convergent relaxation of the Douglas-Rachford algorithm
    Nguyen Hieu Thao
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2018, 70 (03) : 841 - 863