Abstract
The Douglas–Rachford iteration scheme, introduced half a century ago in connection with nonlinear heat flow problems, aims to find a point common to two or more closed constraint sets. Convergence of the scheme is ensured when the sets are convex subsets of a Hilbert space, however, despite the absence of satisfactory theoretical justification, the scheme has been routinely used to successfully solve a diversity of practical problems in which one or more of the constraints involved is non-convex. As a first step toward addressing this deficiency, we provide convergence results for a prototypical non-convex two-set scenario in which one of the sets is the Euclidean sphere.
AMS 2010 Subject Classification: 46B45, 47H10, 90C26
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Acknowledgements
This research was supported by the Australian Research Council. We also express our thanks to Chris Maitland, Matt Skerritt and Ulli Kortenkamp for helping us exploit the full resources of Cinderella.
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Borwein, J.M., Sims, B. (2011). The Douglas–Rachford Algorithm in the Absence of Convexity. In: Bauschke, H., Burachik, R., Combettes, P., Elser, V., Luke, D., Wolkowicz, H. (eds) Fixed-Point Algorithms for Inverse Problems in Science and Engineering. Springer Optimization and Its Applications(), vol 49. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9569-8_6
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DOI: https://doi.org/10.1007/978-1-4419-9569-8_6
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