Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
.The Douglas–Rachford (DR) method is a widely used method for finding a point in the intersection of two closed convex sets (feasibility problem). However, the method converges weakly, and the associated rate of convergence is hard to analyze in general. In addition, the direct extension of the DR method for …