Back to Search Start Over

Linear convergence of the generalized Douglas-Rachford algorithm for feasibility problems.

Authors :
Dao, Minh N.
Phan, Hung M.
Source :
Journal of Global Optimization; Nov2018, Vol. 72 Issue 3, p443-474, 32p
Publication Year :
2018

Abstract

In this paper, we study the generalized Douglas-Rachford algorithm and its cyclic variants which include many projection-type methods such as the classical Douglas-Rachford algorithm and the alternating projection algorithm. Specifically, we establish several local linear convergence results for the algorithm in solving feasibility problems with finitely many closed possibly nonconvex sets under different assumptions. Our findings not only relax some regularity conditions but also improve linear convergence rates in the literature. In the presence of convexity, the linear convergence is global. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09255001
Volume :
72
Issue :
3
Database :
Complementary Index
Journal :
Journal of Global Optimization
Publication Type :
Academic Journal
Accession number :
132699981
Full Text :
https://doi.org/10.1007/s10898-018-0654-x