Institut für Mathematik

Vortrag

Modul:   MAT870  Zurich Colloquium in Applied and Computational Mathematics

Convergence Rate of the Douglas-Rachford Method for Finding Best Approximating Pairs

Vortrag von Dr. Irène Waldspurger

Datum: 11.04.18  Zeit: 16.15 - 17.45  Raum: Y27H25

The problem of finding best approximating pairs consists, given two closed sets in a metric space, in finding two points, one in each set, such that the distance between the points is minimal. We will discuss the case where the sets are convex polyhedrons in R^n. In this situation, several algorithms are known. The simplest one is alternating projections, and its convergence speed is relatively well understood. However, in practice, another algorithm, Douglas-Rachford, often seems to perform on par or better than alternating projections. We will discuss the convergence speed of this second algorithm, globally as well as locally. This is a joint work with Stefanie Jegelka.