A simplified proof of weak convergence in Douglas–Rachford method
| Autor: | Benar Fux Svaiter |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
021103 operations research
Weak convergence Applied Mathematics Open problem 0211 other engineering and technologies Zero (complex analysis) 02 engineering and technology Management Science and Operations Research 01 natural sciences Industrial and Manufacturing Engineering 010104 statistics & probability Monotone polygon Applied mathematics 0101 mathematics Software Mathematics |
| Zdroj: | Operations Research Letters. 47:291-293 |
| ISSN: | 0167-6377 |
| DOI: | 10.1016/j.orl.2019.04.007 |
| Popis: | Douglas–Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Weak convergence in this method to a solution of the underlying monotone inclusion problem in the general case remained an open problem for 30 years and was proved by the author 7 years ago. That proof was cluttered with technicalities because we considered the inexact version with summable errors. In this short communication we present a streamlined proof of this result. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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