A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance

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

New Douglas-Rachford algorithmic structures and their convergence analyses

In this paper we study new algorithmic structures with Douglas- Rachford (DR) operators to solve convex feasibility problems. We propose to embed the basic two-set-DR algorithmic operator into the String-Averaging Projections (SAP) and into the Block-Iterative Pro- jection (BIP) algorithmic structures, thereby creating new DR algo- rithmic schemes that include the recently proposed cyclic Douglas- Rachford algorithm and the averaged DR algorithm as special cases. We further propose and investigate a new multiple-set-DR algorithmic operator. Convergence of all these algorithmic schemes is studied by using properties of strongly quasi-nonexpansive operators and firmly nonexpansive operators.Comment: SIAM Journal on Optimization, accepted for publicatio

A feasibility approach for constructing combinatorial designs of circulant type

In this work, we propose an optimization approach for constructing various classes of circulant combinatorial designs that can be defined in terms of autocorrelations. The problem is formulated as a so-called feasibility problem having three sets, to which the Douglas-Rachford projection algorithm is applied. The approach is illustrated on three different classes of circulant combinatorial designs: circulant weighing matrices, D-optimal matrices, and Hadamard matrices with two circulant cores. Furthermore, we explicitly construct two new circulant weighing matrices, a $CW(126,64)$ and a $CW(198,100)$, whose existence was previously marked as unresolved in the most recent version of Strassler's table