The Douglas--Rachford Algorithm Converges Only Weakly

2019/12/19 by Bùi, Minh N., Combettes, Patrick L. · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1912.09564

Abstract

We show that the weak convergence of the Douglas--Rachford algorithm for finding a zero of the sum of two maximally monotone operators cannot be improved to strong convergence. Likewise, we show that strong convergence can fail for the method of partial inverses.

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