Directed Douglas–Rachford Splitting Method with Application to Feature Selection

In this article, we study a directed version of Douglas–Rachford splitting method in real Hilbert spaces. By using new, self-contained, and simplified techniques, we prove its weak convergence. The major innovation is that we exploit the firm non-expansiveness of the Douglas–Rachford operator for the first time to derive the best possible upper bounds on direction factors, assuming that the involved factors remain constant. We give a new rare feature selection model equipped with the TripAdvisor hotel-review dataset. Numerical results confirm the user-friendliness and efficiency of directed Douglas–Rachford splitting in solving this model.