Affine nonexpansive operators, Attouch-Théra duality and the Douglas-Rachford algorithm

Abstract: The Douglas-Rachford splitting algorithm was originally proposed in 1956 to solve a system of linear equations arising from the discretization of a partial differential equation. In 1979, Lions and Mercier brought forward a very powerful extension of this method suitable to solve optimization problems. In this paper, we revisit the original affine setting. We provide a powerful convergence result for finding a zero of the sum of two maximally monotone affine relations. As a by product of our analysis, we obtain results concerning the convergence of iterates of affine nonexpansive mappings as well as Attouch-Th\'era duality. Numerous examples are presented.