Dykstra's algorithm with strategies for projecting onto certain polyhedral cones (Q2570742)

The author studies the projection onto polyhedral cones of the form \(\bigcap_{i=1}^n \{x\in H: \langle v_i,x\rangle\leq 0\}\), where \(H\) is a real Hilbert space and \(\langle v_i,v_j\rangle > 0\), \(i,j=1,\ldots,n\). For the computation, Dykstra's alternating projection method is considered. Based on properties of the projection, strategies are proposed that aim at reducing the number of cycles and the execution time; these strategies consist in discarding, cyclical projection onto the intersection of two halfspaces, and reduction of the number of cases that are considered. Numerical experiments seem to indicate practical usefulness for cut semimetrics as vectors \(v_i\).