Projecting onto intersections of halfspaces and hyperplanes
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Projecting onto intersections of halfspaces and hyperplanes (scientific article)
Best approximation, Chebyshev systems (41A50) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Applications of mathematical programming (90C90)
Abstract: It is well-known that the sequence of iterations of the composition of projections onto closed affine subspaces converges linearly to the projection onto the intersection of the affine subspaces when the sum of the corresponding linear subspaces is closed. Inspired by this, in this work, we systematically study the relation between the projection onto intersection of halfspaces and hyperplanes, and the composition of projections onto halfspaces and hyperplanes. In addition, as by-products, we provide the Karush-Kuhn-Tucker conditions for characterizing the optimal solution of convex optimization with finitely many equality and inequality constraints in Hilbert spaces and construct an explicit formula for the projection onto the intersection of hyperplane and halfspace.
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