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Affine nonexpansive operators, Attouch-Théra duality and the Douglas-Rachford algorithm

The Douglas-Rachford splitting algorithm was originally proposed in 1956 to solve a system of linear equations arising from the discretization of a partial differential equation. In 1979, Lions and Mercier brought forward a very powerful extension of this method suitable to solve optimization problems. In this paper, we revisit the original affine setting. We provide a powerful convergence result for finding a zero of the sum of two maximally monotone affine relations. As a by product of our analysis, we obtain results concerning the convergence of iterates of affine nonexpansive mappings as well as Attouch-Théra duality. Numerous examples are presented.

preprint2016arXivOpen access
Heinz H. BauschkeBrett LukensWalaa M. Moursi
math.OC
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Open access3 authors1 topic
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Heinz H. BauschkeBrett LukensWalaa M. Moursi

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