Global convergence of a non-convex Douglas-Rachford iteration

Mathematics – Optimization and Control

Scientific paper

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Scientific paper

We establish a region of convergence for the proto-typical non-convex
Douglas-Rachford iteration which finds a point on the intersection of a line
and a circle. Previous work on the non-convex iteration [2] was only able to
establish local convergence, and was ineffective in that no explicit region of
convergence could be given.

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