Seminário de Matemática Aplicada, Departamento de Matemática, UFSC

Quinta-feira, 6 de abril de 2017

Luiz Rafael dos Santos, Departamento de Matemática, Campus Blumenau, UFSC

Circumcentering the Douglas-Rachford method

In this work, we present a new geometric interpretation for improving the convergence of the classical  Douglas-Rachford method for finding the closest point in the intersection of pairs of finite dimensional subspaces. The proposed scheme modifies the average reflections by circumcentering them, which yields a solution to the best approximation problem. The modification proposed here is shown faster (with linear rate strictly small) than Douglas-Rachford algorithm by adding a negligible computational work per iteration.  This reveals a nice geometrical tool which can also be applied to other reflection and projection algorithms to get better performance even in more general settings. We report and confirm the expected acceleration with some numerical experiments.

Local: Auditório (LAED) do Departamento de Matemática, andar térreo
Horário: 15:30-16:15