Proximal Point Algorithm, Douglas-Rachford Algorithm and Alternating Projections: a Case Study
Journal of convex analysis, Tome 23 (2016) no. 1, pp. 237-261
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of the iterate to the solution leading thus to worst case estimates, i.e., how fast the algorithm must converge.
Classification :
65K05, 65K10, 90C25
Mots-clés : Alternating projections, convex feasibility problem, convex set, Douglas-Rachford algorithm, projection, proximal mapping, proximal point algorithm, proximity operator
Mots-clés : Alternating projections, convex feasibility problem, convex set, Douglas-Rachford algorithm, projection, proximal mapping, proximal point algorithm, proximity operator
@article{JCA_2016_23_1_JCA_2016_23_1_a8,
author = {H. H. Bauschke and M. N. Dao and D. Noll and H. M. Phan},
title = {Proximal {Point} {Algorithm,} {Douglas-Rachford} {Algorithm} and {Alternating} {Projections:} a {Case} {Study}},
journal = {Journal of convex analysis},
pages = {237--261},
year = {2016},
volume = {23},
number = {1},
url = {http://geodesic.mathdoc.fr/item/JCA_2016_23_1_JCA_2016_23_1_a8/}
}
TY - JOUR AU - H. H. Bauschke AU - M. N. Dao AU - D. Noll AU - H. M. Phan TI - Proximal Point Algorithm, Douglas-Rachford Algorithm and Alternating Projections: a Case Study JO - Journal of convex analysis PY - 2016 SP - 237 EP - 261 VL - 23 IS - 1 UR - http://geodesic.mathdoc.fr/item/JCA_2016_23_1_JCA_2016_23_1_a8/ ID - JCA_2016_23_1_JCA_2016_23_1_a8 ER -
%0 Journal Article %A H. H. Bauschke %A M. N. Dao %A D. Noll %A H. M. Phan %T Proximal Point Algorithm, Douglas-Rachford Algorithm and Alternating Projections: a Case Study %J Journal of convex analysis %D 2016 %P 237-261 %V 23 %N 1 %U http://geodesic.mathdoc.fr/item/JCA_2016_23_1_JCA_2016_23_1_a8/ %F JCA_2016_23_1_JCA_2016_23_1_a8
H. H. Bauschke; M. N. Dao; D. Noll; H. M. Phan. Proximal Point Algorithm, Douglas-Rachford Algorithm and Alternating Projections: a Case Study. Journal of convex analysis, Tome 23 (2016) no. 1, pp. 237-261. http://geodesic.mathdoc.fr/item/JCA_2016_23_1_JCA_2016_23_1_a8/