The Cyclic Douglas-Rachford Algorithm with r-sets-Douglas-Rachford Operators

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.

Accepted for publication in Optimization Methods and Software (OMS) July 17, 2018