The ancient concept of circumcenter has recently given birth to the Circumcentered-Reflection method (CRM). CRM was first employed to solve best approximation problems involving affine subspaces. In this setting, it was shown to outperform the most prestigious projection based schemes, namely, the Douglas-Rachford method (DRM) and the method of alternating projections (MAP). We now prove convergence of CRM for finding a point in the intersection of a finite number of closed convex sets. This striking result is derived under a suitable product space reformulation in which a point in the intersection of a closed convex set with an affine subspace is sought. It turns out that CRM skillfully tackles the reformulated problem. We also show that for a point in the affine set the CRM iteration is always closer to the solution set than both the MAP and DRM iterations. Our theoretical results and numerical experiments, showing outstanding performance, establish CRM as a powerful tool for solving general convex feasibility problems.
We establish finite convergence of circumcentered-reflection method (CRM) for the case of intersection of two closed convex cones in a real Hilbert space. We apply this result to prove the finite convergence for two polyhedral sets in R^n.
Motivated by the circumcentered Douglas--Rachford method recently introduced by Behling, Bello Cruz and Santos to accelerate the Douglas--Rachford method, we study the properness of the circumcenter mapping and the circumcenter method induced by isometries. Applying the demiclosedness principle for circumcenter mappings, we present weak convergence results for circumcentered isometry methods, which include the Douglas--Rachford method (DRM) and circumcentered reflection methods as special instances. We provide sufficient conditions for the linear convergence of circumcentered isometry/reflecti…
In order to accelerate the Douglas--Rachford method we recently developed the circumcentered--reflection method, which provides the closest iterate to the solution among all points relying on successive reflections, for the best approximation problem related to two affine subspaces. We now prove that this is still the case when considering a family of finitely many affine subspaces. This property yields linear convergence and incites embedding of circumcenters within classical reflection and projection based methods for more general feasibility problems.
The elementary Euclidean concept of circumcenter has recently been employed to improve two aspects of the classical Douglas--Rachford method for projecting onto the intersection of affine subspaces. The so-called circumcentered-reflection method is able to both accelerate the average reflection scheme by the Douglas--Rachford method and cope with the intersection of more than two affine subspaces. We now introduce the technique of circumcentering in blocks, which, more than just an option over the basic algorithm of circumcenters, turns out to be an elegant manner of generalizing the method of…
In view of the great performance of circumcentered isometry methods for solving the best approximation problem, in this work we further investigate the locally proper circumcenter mapping and circumcentered method. Various examples of locally proper circumcenter mapping are presented and studied. Inspired by some results on circumcentered-reflection method by Behling, Bello-Cruz, and Santos in their recent papers, we provide sufficient conditions for one step convergence of circumcentered isometry methods for finding the best approximation point onto the intersection of fixed point sets of rel…
We study the convergence rate of the Circumcentered-Reflection Method (CRM) for solving the convex feasibility problem and compare it with the Method of Alternating Projections (MAP). Under an error bound assumption, we prove that both methods converge linearly, with asymptotic constants depending on a parameter of the error bound, and that the one derived for CRM is strictly better than the one for MAP. Next, we analyze two classes of fairly generic examples. In the first one, the angle between the convex sets approaches zero near the intersection, so that the MAP sequence converges sublinear…
The circumcentered-reflection method (CRM) has been recently proposed as a methodology for accelerating several algorithms for solving the Convex Feasibility Problem (CFP), equivalent to finding a common fixed-point of the orthogonal projections onto a finite number of closed and convex sets. In this paper, we apply CRM to the more general Fixed Point Problem (denoted as FPP), consisting of finding a common fixed-point of operators belonging to a larger family of operators, namely firmly nonexpansive operators. We prove than in this setting, CRM is globally convergent to a common fixed-point (…
The circumcentered Douglas--Rachford method (C--DRM), introduced by Behling, Bello Cruz and Santos, is an acceleration of the well-known Douglas-Rachford method (DRM) for finding the best approximation onto the intersection of finitely many affine subspaces. Inspired by the C--DRM, we introduced the more flexible circumcentered reflection method (CRM) and circumcentered isometry method (CIM). The CIM essentially chooses the closest point to the solution among all of the points in an associated affine hull as its iterate and is a generalization of the CRM. The circumcentered--reflection method …
On circumcentered direct methods for monotone variational inequality problems
Universidade Federal de Santa Catarina（圣卡塔琳娜联邦大学）；Northern Illinois University（北伊利诺伊大学）；Fundação Getúlio Vargas（热图利奥·瓦加斯基金会）；Instituto de Matemática Pura e Aplicada（纯数学与应用数学研究所）
The circumcentered-reflection method (CRM) has been applied for solving convex feasibility problems. CRM iterates by computing a circumcenter upon a composition of reflections with respect to convex sets. Since reflections are based on exact projections, their computation might be costly. In this regard, we introduce the circumcentered approximate-reflection method (CARM), whose reflections rely on outer-approximate projections. The appeal of CARM is that, in rather general situations, the approximate projections we employ are available under low computational cost. We derive convergence of CA…
We introduce and study a geometric modification of the Douglas-Rach\-ford method called the Circumcentered-Douglas-Rachford method. This method iterates by taking the intersection of bisectors of reflection steps for solving certain classes of feasibility problems. The convergence analysis is established for best approximation problems involving two (affine) subspaces and both our theoretical and numerical results compare favorably to the original Douglas-Rachford method. Under suitable conditions, it is shown that the linear rate of convergence of the Circumcentered-Douglas-Rachford method is…
Recently, circumcentering reflection method (CRM) has been introduced for solving the feasibility problem of finding a point in the intersection of closed constraint sets. It is closely related with Douglas--Rachford method (DR). We prove local convergence of CRM in the same prototypical settings of most theoretical analysis of regular nonconvex DR, whose consideration is made natural by the geometry of the phase retrieval problem. For the purpose, we show that CRM is related to the method of subgradient projections. For many cases when DR is known to converge to a feasible point, we establish…
In this paper we give general recommendations for successful application of the Douglas-Rachford reflection method to convex and non-convex real matrix-completion problems. These guidelines are demonstrated by various illustrative examples.
The Douglas-Rachford reflection method is a general purpose algorithm useful for solving the feasibility problem of finding a point in the intersection of finitely many sets. In this chapter we demonstrate that applied to a specific problem, the method can benefit from heuristics specific to said problem which exploit its special structure. In particular, we focus on the problem of protein conformation determination formulated within the framework of matrix completion, as was considered in a recent paper of the present authors.
The notion of best approximation mapping (BAM) with respect to a closed affine subspace in finite-dimensional space was introduced by Behling, Bello Cruz and Santos to show the linear convergence of the block-wise circumcentered-reflection method. The best approximation mapping possesses two critical properties of the circumcenter mapping for linear convergence. Because the iteration sequence of BAM linearly converges, the BAM is interesting in its own right. In this paper, we naturally extend the definition of BAM from closed affine subspace to nonempty closed convex set and from $\mathbb{R}^…
Motivated by nonconvex, inconsistent feasibility problems in imaging, the relaxed alternating averaged reflections algorithm, or relaxed Douglas-Rachford algorithm (DR$λ$), was first proposed over a decade ago. Convergence results for this algorithm are limited either to convex feasibility or consistent nonconvex feasibility with strong assumptions on the regularity of the underlying sets. Using an analytical framework depending only on metric subregularity and pointwise almost averagedness, we analyze the convergence behavior of DR$λ$ for feasibility problems that are both nonconvex and incon…
The Douglas-Rachford algorithm is a classical and very successful method for solving optimization and feasibility problems. In this paper, we provide novel conditions sufficient for finite convergence in the context of convex feasibility problems. Our analysis builds upon, and considerably extends, pioneering work by Spingarn. Specifically, we obtain finite convergence in the presence of Slater's condition in the affine-polyhedral and in a hyperplanar-epigraphical case. Various examples illustrate our results. Numerical experiments demonstrate the competitiveness of the Douglas-Rachford algori…
Facial Reduction and SDP Methods for Systems of Polynomial Equations
University of Western Ontario（韦仕敦大学）；University of Waterloo（滑铁卢大学）；Chongqing Key Lab. of Automated Reasoning and Cognition, CIGIT（中国科学院重庆智能计算研究院自动化推理与认知重点实验室）
