Linear Convergence of the Douglas-Rachford Method for Two Closed Sets

Published 25 Jan 2014 in math.OC and math.NA | (1401.6509v3)

Abstract: In this paper, we investigate the Douglas-Rachford method for two closed (possibly nonconvex) sets in Euclidean spaces. We show that under certain regularity conditions, the Douglas-Rachford method converges locally with R-linear rate. In convex settings, we prove that the linear convergence is global. Our study recovers recent results on the same topic.

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Hung M. Phan

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