The douglas-rachford algorithm in the absence of convexity

Abstract

The Douglas-Rachford iteration scheme, introduced half a century ago in connection with nonlinear heat flow problems, aims to find a point common to two or more closed constraint sets. Convergence of the scheme is ensured when the sets are convex subsets of a Hilbert space, however, despite the absence of satisfactory theoretical justification, the scheme has been routinely used to successfully solve a diversity of practical problems in which one or more of the constraints involved is non-convex. As a first step toward addressing this deficiency, we provide convergence results for a prototypical non-convex two-set scenario in which one of the sets is the Euclidean sphere.