Volume 25, 2019
|Number of page(s)||14|
|Published online||25 October 2019|
A weakly convergent fully inexact Douglas-Rachford method with relative error tolerance*
IMPA, Estrada Dona Castorina 110,
Rio de Janeiro, Brazil.
** Corresponding author: email@example.com
Accepted: 5 November 2018
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.
Mathematics Subject Classification: 49M27 / 47H05 / 65G99 / 65K05 / 49J45
Key words: Douglas - Rachford method / relative error / weak convergence / splitting
© EDP Sciences, SMAI 2019
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