The Douglas-Rachford (DR) algorithm is an iterative procedure that uses sequential reflections onto convex sets and which has become popular for convex feasibility problems. In this paper we propose a structural generalization that allows to use r-sets-DR operators in a cyclic fashion. We prove convergence and present numerical illustrations of the potential advantage of such operators with r > 2 over the classical 2-sets-DR operators in a cyclic algorithm.
Optimization Methods and Software, accepted for publication.
View The Cyclic Douglas-Rachford Algorithm with r-sets-Douglas-Rachford Operators