Search for dissertations about: "Douglas-Rachford splitting"

Found 4 swedish dissertations containing the words Douglas-Rachford splitting.

  1. 1. Convergence Analysis and Improvements for Projection Algorithms and Splitting Methods

    Author : Mattias Fält; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; First-order methods; Convex Optimization; Nonsmooth Optimization; Large-scale Optimization; Iterative Methods; Douglas-Rachford splitting; Line Search;

    Abstract : Non-smooth convex optimization problems occur in all fields of engineering. A common approach to solving this class of problems is proximal algorithms, or splitting methods. These first-order optimization algorithms are often simple, well suited to solve large-scale problems and have a low computational cost per iteration. READ MORE

  2. 2. Analyses and Applications of the Peaceman--Rachford and Douglas--Rachford Splitting Schemes

    Author : Erik Henningsson; Matematik LTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Splitting methods are widely used as temporal discretizations of evolution equations. Such methods usually constitute competitive choices whenever a vector field can be split into a sum of two or more parts that each generates a flow easier to compute or approximate than the flow of the sum. READ MORE

  3. 3. Rank Reduction with Convex Constraints

    Author : Christian Grussler; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; low-rank approximation; model reduction; non-convex optimization; Douglas-Rachford; matrix completion; overlapping norm; k-support norm; atomic norm;

    Abstract : This thesis addresses problems which require low-rank solutions under convex constraints. In particular, the focus lies on model reduction of positive systems, as well as finite dimensional optimization problems that are convex, apart from a low-rank constraint. READ MORE

  4. 4. Novel Algorithms for Optimal Transport via Splitting Methods

    Author : Jacob Lindbäck; Mikael Johansson; Jérôme Malick; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; optimal transport; splitting methods; Optimeringslära och systemteori; Optimization and Systems Theory;

    Abstract : This thesis studies how the Douglas–Rachford splitting technique can be leveraged for scalable computational optimal transport (OT). By carefully splitting the problem, we derive an algorithm with several advantages. READ MORE