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On Slater’s condition and finite convergence of the Douglas–Rachford algorithm for solving convex feasibility problems in Euclidean spaces
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On Slater’s condition and finite convergence of the Douglas–Rachford algorithm for solving convex feasibility problems in Euclidean spaces
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On Slater’s condition and finite convergence of the Douglas–Rachford algorithm for solving convex feasibility problems in Euclidean spaces
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Journal Article
On Slater’s condition and finite convergence of the Douglas–Rachford algorithm for solving convex feasibility problems in Euclidean spaces
2016
Overview
The Douglas–Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility problems. Our analysis builds upon, and considerably extends, pioneering work by Spingarn. Specifically, we obtain finite convergence in the presence of Slater’s condition in the affine-polyhedral and in a hyperplanar-epigraphical case. Various examples illustrate our results. Numerical experiments demonstrate the competitiveness of the Douglas–Rachford algorithm for solving linear equations with a positivity constraint when compared to the method of alternating projections and the method of reflection–projection.
Publisher
Springer US,Springer,Springer Nature B.V,Springer Verlag
Subject
