Convergence results for an accelerated nonlinear Cimmino algorithm (Q1061456): Difference between revisions

We present an accelerated version of \textit{G. Cimmino}'s algorithm [Ric. Sci. progr. tecn. econom. naz. 1, 326-333 (1938; Zbl 0018.41802)] for solving the convex feasibility problem in finite dimension. The algorithm is similar to that given by \textit{Y. Censor} and \textit{T. Elfving} [Linear Algebra Appl. 42, 199-211 (1982; Zbl 0479.65039)] for linear inequalities. It consists in defining each iterate by a particular convex combination of the orthogonal projections of the current point onto the convex sets. The method avoids possibly slow convergence due to a large number of satisfied constraints specially near the limit. We show that the nonlinear version converges locally to a weighted least squares solution in the general case and globally to a feasible solution in the consistent case. Applications to the linear problem are suggested.