Proximal point algorithm, Douglas–Rachford algorithm and alternating projections: a case study
Proximal point algorithm, Douglas–Rachford algorithm and alternating projections: a case study
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of the iterate to the solution leading thus to worst case estimates, i.e., how fast the …