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The Douglas-Rachford algorithm in the possibly inconsistent case Moursi, Walaa
Description
The Douglas–Rachford algorithm is a very popular splitting technique for finding a zero of the sum of two maximally monotone operators. The behaviour of the algorithm remains mysterious in the general inconsistent case, i.e., when the sum problem has no zeros. However, more than a decade ago, it was shown that in the (possibly inconsistent) convex feasibility setting, the shadow sequence remains bounded and its weak cluster points solve a best approximation problem. In this talk, we advance the understanding of the inconsistent case significantly by presenting a complete proof of the full weak convergence in the convex feasibility setting. We also provide linear rate of convergence and strong convergence in special cases.
Item Metadata
Title |
The Douglas-Rachford algorithm in the possibly inconsistent case
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2017-09-19T11:14
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Description |
The Douglas–Rachford algorithm is a very popular splitting technique
for finding a zero of the sum of two maximally monotone operators. The
behaviour of the algorithm remains mysterious in the general
inconsistent case, i.e., when the sum problem has no zeros. However,
more than a decade ago, it was shown that in the (possibly
inconsistent) convex feasibility setting, the shadow sequence remains
bounded and its weak cluster points solve a best approximation problem.
In this talk, we advance
the understanding of the inconsistent case significantly by presenting
a complete proof of the full weak convergence in the convex feasibility
setting. We also provide linear rate of convergence and strong
convergence in special cases.
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Extent |
37 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: UBC
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Series | |
Date Available |
2018-03-24
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0364446
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Graduate
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International