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

Authors :
Dao, Minh N.
Phan, Hung M.
Source :
Journal of Global Optimization, 72(3):443--474, 2018
Publication Year :
2017

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.

Details

Database :
arXiv
Journal :
Journal of Global Optimization, 72(3):443--474, 2018
Publication Type :
Report
Accession number :
edsarx.1710.09814
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s10898-018-0654-x