Proximal algorithms

N Parikh, S Boyd - Foundations and trends® in Optimization, 2014 - nowpublishers.com
This monograph is about a class of optimization algorithms called proximal algorithms. Much
like Newton's method is a standard tool for solving unconstrained smooth optimization …

Finding best approximation pairs relative to two closed convex sets in Hilbert spaces

HH Bauschke, PL Combettes, DR Luke - Journal of Approximation theory, 2004 - Elsevier
We consider the problem of finding a best approximation pair, ie, two points which achieve
the minimum distance between two closed convex sets in a Hilbert space. When the sets …

Projection methods: Swiss army knives for solving feasibility and best approximation problems with halfspaces

HH Bauschke, VR Koch - Contemp. Math, 2015 - books.google.com
We model a problem motivated by road design as a feasibility problem. Projections onto the
constraint sets are obtained, and projection methods for solving the feasibility problem are …

Method of alternating projections for the general absolute value equation

JH Alcantara, JS Chen, MK Tam - Journal of Fixed Point Theory and …, 2023 - Springer
A novel approach for solving the general absolute value equation A x+ B| x|= c where A, B∈
IR m× n and c∈ IR m is presented. We reformulate the equation as a nonconvex feasibility …

Extrapolation algorithm for affine-convex feasibility problems

HH Bauschke, PL Combettes, SG Kruk - Numerical Algorithms, 2006 - Springer
The convex feasibility problem under consideration is to find a common point of a countable
family of closed affine subspaces and convex sets in a Hilbert space. To solve such …

Restricted normal cones and sparsity optimization with affine constraints

HH Bauschke, DR Luke, HM Phan, X Wang - Foundations of …, 2014 - Springer
The problem of finding a vector with the fewest nonzero elements that satisfies an
underdetermined system of linear equations is an NP-complete problem that is typically …

Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces

HH Bauschke, JY Bello Cruz, TTA Nghia, HM Pha… - Numerical …, 2016 - Springer
We systematically study the optimal linear convergence rates for several relaxed alternating
projection methods and the generalized Douglas-Rachford splitting methods for finding the …

[PDF][PDF] Properties of circular cone and spectral factorization associated with circular cone

JC Zhou, JS Chen - J. Nonlinear Convex Anal, 2013 - math.ntnu.edu.tw
Circular cone includes second-order cone as a special case when the rotation angle is 45
degree. This paper gives an insight on circular cone, in which we describe the tangent cone …

Quasioptimal alternating projections and their use in low-rank approximation of matrices and tensors

S Budzinskiy - arXiv preprint arXiv:2308.16097, 2023 - arxiv.org
We study the convergence of specific inexact alternating projections for two non-convex sets
in a Euclidean space. The $\sigma $-quasioptimal metric projection ($\sigma\geq 1$) of a …

On the finite convergence of the Douglas--Rachford algorithm for solving (not necessarily convex) feasibility problems in Euclidean spaces

HH Bauschke, MN Dao - SIAM Journal on Optimization, 2017 - SIAM
Solving feasibility problems is a central task in mathematics and the applied sciences. One
particularly successful method is the Douglas--Rachford algorithm. In this paper, we provide …