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A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance.

Authors :
Fux Svaiter, Benar
Source :
ESAIM: Control, Optimisation & Calculus of Variations. 2019, Vol. 25, p1-14. 14p.
Publication Year :
2019

Abstract

Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Each of its iterations requires the sequential solution of two proximal subproblems. The aim of this work is to present a fully inexact version of Douglas-Rachford method wherein both proximal subproblems are solved approximately within a relative error tolerance. We also present a semi-inexact variant in which the first subproblem is solved exactly and the second one inexactly. We prove that both methods generate sequences weakly convergent to the solution of the underlying inclusion problem, if any. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*MONOTONE operators

Details

Language :
English
ISSN :
12928119
Volume :
25
Database :
Academic Search Index
Journal :
ESAIM: Control, Optimisation & Calculus of Variations
Publication Type :
Academic Journal
Accession number :
141254349
Full Text :
https://doi.org/10.1051/cocv/2018063