SIAM Journal on Control and Optimization, Vol.49, No.1, 280-287, 2011
ON WEAK CONVERGENCE OF THE DOUGLAS-RACHFORD METHOD
We prove that the sequences generated by the Douglas-Rachford method converge weakly to zero of the sum of two maximal monotone operators using new tools introduced in recent works of Eckstein and the author. The assumption of maximal monotonicity of the sum is also removed, using a recent result of Bauschke.
Keywords:Douglas-Rachford method;weak convergence