A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance
2019 ◽
Vol 25
◽
pp. 57
Keyword(s):
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.
2013 ◽
Vol 23
(4)
◽
pp. 2011-2036
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Keyword(s):
2001 ◽
Vol 25
(4)
◽
pp. 273-287
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2012 ◽
Vol 391
(1)
◽
pp. 82-98
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Keyword(s):
2009 ◽
Vol 2009
◽
pp. 1-19
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1989 ◽
pp. 29-58
1976 ◽
Vol 82
(4)
◽
pp. 623-626
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2012 ◽
Vol 2012
(1)
◽