On the local convergence of the Douglas–Rachford algorithm

By Heinz H. Bauschke, Dominikus Noll. 2014

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We discuss the Douglas–Rachford algorithm to solve the feasibility problem for two closed sets A,B in $${\mathbb{R}^d}$$Rd . We prove its local convergence to a fixed point when A,B are finite unions of convex sets. We also show that for more general nonconvex sets the scheme may fail to converge and start to cycle, and may then even fail to solve the feasibility problem.

Subfields: Computational Theory and Mathematics, Geometry and Topology, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/50e8a4ffd3aee4ddfac75a4d45243719f456310f

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In Computational Theory and Mathematics

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