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- research-articleNovember 2021
Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM
SIAM Journal on Optimization (SIOPT), Volume 31, Issue 4Pages 2987–3013https://doi.org/10.1137/21M1395144In this paper we provide a generalization of the Douglas--Rachford splitting (DRS) and the primal-dual algorithm [L. Condat, J. Optim. Theory Appl., 158 (2013), pp. 460--479; B. C. Vu͂, Adv. Comput. Math., 38 (2013), pp. 667--681] for solving monotone ...
- research-articleJanuary 2021
Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
SIAM Journal on Optimization (SIOPT), Volume 31, Issue 3Pages 1999–2023https://doi.org/10.1137/20M1366307We present a first-order quadratic cone programming algorithm that can scale to very large problem sizes and produce modest accuracy solutions quickly. Our algorithm returns primal-dual optimal solutions when available or certificates of infeasibility ...
- research-articleJanuary 2021
Efficient and Convergent Preconditioned ADMM for the Potts Models
SIAM Journal on Scientific Computing (SISC), Volume 43, Issue 2Pages B455–B478https://doi.org/10.1137/20M1343956Nowadays the Potts model works as the key model in a broad spectrum of applications in image processing and computer vision, which can be mathematically formulated in the form of min-cuts and, meanwhile, solved in terms of flow maximizing under the ...
- research-articleJanuary 2020
Fixed Point Analysis of Douglas--Rachford Splitting for Ptychography and Phase Retrieval
SIAM Journal on Imaging Sciences (SJISBI), Volume 13, Issue 2Pages 609–650https://doi.org/10.1137/19M128781XDouglas--Rachford splitting (DRS) methods based on the proximal point algorithms for the Poisson and Gaussian log-likelihood functions are proposed for ptychography and phase retrieval. Fixed point analysis shows that the DRS iterated sequences are always ...
- research-articleJanuary 2020
On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint
SIAM Journal on Optimization (SIOPT), Volume 30, Issue 3Pages 2559–2576https://doi.org/10.1137/19M1281538The Douglas--Rachford algorithm (DRA) is a powerful optimization method for minimizing the sum of two convex (not necessarily smooth) functions. The vast majority of previous research dealt with the case when the sum has at least one minimizer. In the absence ...
- research-articleJanuary 2020
Splitting with Near-Circulant Linear Systems: Applications to Total Variation CT and PET
SIAM Journal on Scientific Computing (SISC), Volume 42, Issue 1Pages B185–B206https://doi.org/10.1137/18M1224003Many imaging problems, such as total variation reconstruction of X-ray computed tomography (CT) and positron-emission tomography (PET), are solved via a convex optimization problem with near-circulant, but not actually circulant, linear systems. The ...
- research-articleJanuary 2020
Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results
SIAM Journal on Optimization (SIOPT), Volume 30, Issue 1Pages 149–181https://doi.org/10.1137/18M1163993Although originally designed and analyzed for convex problems, the alternating direction method of multipliers (ADMM) and its close relatives, Douglas--Rachford splitting (DRS) and Peaceman--Rachford splitting (PRS), have been observed to perform ...
- research-articleJanuary 2015
Convergence Rate Analysis of Primal-Dual Splitting Schemes
SIAM Journal on Optimization (SIOPT), Volume 25, Issue 3Pages 1912–1943https://doi.org/10.1137/151003076Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear compositions, ...
- research-articleJanuary 2015
Convergence Rate Analysis of the Forward-Douglas-Rachford Splitting Scheme
SIAM Journal on Optimization (SIOPT), Volume 25, Issue 3Pages 1760–1786https://doi.org/10.1137/140992291Operator splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which all simple pieces of the decomposition ...
- research-articleJanuary 2015
Preconditioned Douglas--Rachford Splitting Methods for Convex-concave Saddle-point Problems
SIAM Journal on Numerical Analysis (SINUM), Volume 53, Issue 1Pages 421–444https://doi.org/10.1137/140965028We propose a preconditioned version of the Douglas--Rachford splitting method for solving convex-concave saddle-point problems associated with Fenchel--Rockafellar duality. Our approach makes it possible to use approximate solvers for the linear subproblem ...
- research-articleJanuary 2013
A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators
SIAM Journal on Optimization (SIOPT), Volume 23, Issue 4Pages 2541–2565https://doi.org/10.1137/120901106In this paper we propose two different primal-dual splitting algorithms for solving inclusions involving mixtures of composite and parallel-sum type monotone operators which rely on an inexact Douglas--Rachford splitting method, but applied in different ...