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The cyclic Douglas–Rachford algorithm with r-sets-Douglas–Rachford operators

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ABSTRACT The Douglas–Rachford (DR) algorithm is an iterative procedure that uses sequential reflections onto convex sets and which has become popular for convex feasibility problems. In this paper we propose… Click to show full abstract

ABSTRACT The Douglas–Rachford (DR) algorithm is an iterative procedure that uses sequential reflections onto convex sets and which has become popular for convex feasibility problems. In this paper we propose a structural generalization that allows to use r-sets-DR operators in a cyclic fashion. We prove convergence and present numerical illustrations of the potential advantage of such operators with r>2 over the classical 2-sets-DR operators in a cyclic algorithm.

Keywords: douglas rachford; rachford; operators cyclic; cyclic douglas; rachford algorithm; algorithm sets

Journal Title: Optimization Methods and Software
Year Published: 2019

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