Approximate Douglas–Rachford algorithm for two-sets convex feasibility problems

R. Díaz Millán (), O. P. Ferreira () and J. Ugon ()
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R. Díaz Millán: Deakin University
O. P. Ferreira: Universidade Federal de Goiás
J. Ugon: Deakin University

Journal of Global Optimization, 2023, vol. 86, issue 3, No 4, 636 pages

Abstract: Abstract In this paper, we propose a new algorithm combining the Douglas–Rachford (DR) algorithm and the Frank–Wolfe algorithm, also known as the conditional gradient (CondG) method, for solving the classic convex feasibility problem. Within the algorithm, which will be named Approximate Douglas–Rachford (ApDR) algorithm, the CondG method is used as a subroutine to compute feasible inexact projections on the sets under consideration, and the ApDR iteration is defined based on the DR iteration. The ApDR algorithm generates two sequences, the main sequence, based on the DR iteration, and its corresponding shadow sequence. When the intersection of the feasible sets is nonempty, the main sequence converges to a fixed point of the usual DR operator, and the shadow sequence converges to the solution set. We provide some numerical experiments to illustrate the behaviour of the sequences produced by the proposed algorithm.

Keywords: Convex feasibility problem; Douglas–Rachford algorithm; Frank–Wolfe algorithm; Conditional gradient method; Inexact projections; 65K05; 90C30; 90C25 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10898-022-01264-7

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