Infeasibility detection in the alternating direction method of multipliers for convex optimization

G Banjac, P Goulart, B Stellato, S Boyd - Journal of Optimization Theory …, 2019 - Springer
The alternating direction method of multipliers is a powerful operator splitting technique for
solving structured optimization problems. For convex optimization problems, it is well known …

Survey: sixty years of Douglas–Rachford

SB Lindstrom, B Sims - Journal of the Australian Mathematical …, 2021 - cambridge.org
The Douglas–Rachford method is a splitting method frequently employed for finding zeros of
sums of maximally monotone operators. When the operators in question are normal cone …

Adaptive Douglas--Rachford splitting algorithm for the sum of two operators

MN Dao, HM Phan - SIAM Journal on Optimization, 2019 - SIAM
The Douglas--Rachford algorithm is a classical and powerful splitting method for minimizing
the sum of two convex functions and, more generally, finding a zero of the sum of two …

Global behavior of the Douglas–Rachford method for a nonconvex feasibility problem

FJ Aragón Artacho, JM Borwein, MK Tam - Journal of Global Optimization, 2016 - Springer
In recent times the Douglas–Rachford algorithm has been observed empirically to solve a
variety of nonconvex feasibility problems including those of a combinatorial nature. For …

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

MN Dao, HM Phan - Journal of Global Optimization, 2018 - Springer
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 …

On the Douglas–Rachford algorithm for solving possibly inconsistent optimization problems

HH Bauschke, WM Moursi - Mathematics of Operations …, 2024 - pubsonline.informs.org
More than 40 years ago, Lions and Mercier introduced in a seminal paper the Douglas–
Rachford algorithm. Today, this method is well-recognized as a classic and highly …

On the finite convergence of the Douglas--Rachford algorithm for solving (not necessarily convex) feasibility problems in Euclidean spaces

HH Bauschke, MN Dao - SIAM Journal on Optimization, 2017 - SIAM
Solving feasibility problems is a central task in mathematics and the applied sciences. One
particularly successful method is the Douglas--Rachford algorithm. In this paper, we provide …

On the linear convergence of the circumcentered-reflection method

R Behling, JY Bello-Cruz, LR Santos - Operations Research Letters, 2018 - Elsevier
In order to accelerate the Douglas–Rachford method we recently developed the
circumcentered-reflection method, which provides the closest iterate to the solution among …

A Lyapunov-type approach to convergence of the Douglas–Rachford algorithm for a nonconvex setting

MN Dao, MK Tam - Journal of Global Optimization, 2019 - Springer
Abstract The Douglas–Rachford projection algorithm is an iterative method used to find a
point in the intersection of closed constraint sets. The algorithm has been experimentally …

Linear convergence of projection algorithms

MN Dao, HM Phan - Mathematics of Operations Research, 2019 - pubsonline.informs.org
Projection algorithms are well known for their simplicity and flexibility in solving feasibility
problems. They are particularly important in practice owing to minimal requirements for …