The cyclic Douglas–Rachford algorithm with r-sets-Douglas–Rachford operators

Abstract

The Douglas–Rachford (DR) algorithm is an iterative procedure that uses sequential reflections onto convex sets and which has become popular for convex feasibility problems. In this paper we propose a structural generalization that allows to use r-sets-DR operators in a cyclic fashion. We prove convergence and present numerical illustrations of the potential advantage of such operators with r>2 over the classical 2-sets-DR operators in a cyclic algorithm.The first author was supported by MINECO of Spain and ERDF of EU, as part of the Ramón y Cajal program (RYC-2013-13327) and the Grant MTM2014-59179-C2-1-P. The second author’s work was supported by research grant no. 2013003 of the United States-Israel Binational Science Foundation (BSF). The third author’s work was supported by the EU FP7 IRSES program STREVCOMS, grant no. PIRSES-GA-2013-612669