The fun is finite: Douglas-Rachford and Sudoku puzzle – Finite termination and local linear convergence

Abstract

In recent years, the Douglas-Rachford splitting method has been shown to be effective at solving many non-convex optimization problems. In this paper we present a local convergence analysis for non-convex feasibility problems and show that both finite termination and local linear convergence are obtained. For a generalization of the Sudoku puzzle, we prove that the local linear rate of convergence of Douglas-Rachford is exactly $\frac{\sqrt{5}}{5}$ and independent of puzzle size. For the $s$-queens problem we prove that Douglas-Rachford converges after a finite number of iterations. Numerical results on solving Sudoku puzzles and $s$-queens puzzles are provided to support our theoretical findings.