On the linear convergence of the circumcentered-reflection method

DOI10.1016/J.ORL.2017.11.018MaRDI QIDQ6294300arXivFDO

Authors Roger Behling, J. Y. Bello Cruz, Luiz-Rafael Santos

Publication date 23 November 2017

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.ORL.2017.11.018

Mathematics Subject Classification ID

Decomposition methods (49M27) Numerical mathematical programming methods (65K05) Convex programming (90C25)

arXiv classification

math.OC

Abstract: In order to accelerate the Douglas--Rachford method we recently developed the circumcentered--reflection method, which provides the closest iterate to the solution among all points relying on successive reflections, for the best approximation problem related to two affine subspaces. We now prove that this is still the case when considering a family of finitely many affine subspaces. This property yields linear convergence and incites embedding of circumcenters within classical reflection and projection based methods for more general feasibility problems.

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