Linear Convergence of the Douglas-Rachford Method for Two Closed Sets
arXiv:1401.6509
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.
Cited by in corpus (4)
- Faster convergence rates of relaxed Peaceman-Rachford and ADMM under regularity assumptions
- On the order of the operators in the Douglas-Rachford algorithm
- Construction of quantum states with special properties by projection methods
- Activity Identification and Local Linear Convergence of Douglas--Rachford/ADMM under Partial Smoothness