The circumcentered-reflection method achieves better rates than alternating projections
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Publication:2044486
Abstract: We study the convergence rate of the Circumcentered-Reflection Method (CRM) for solving the convex feasibility problem and compare it with the Method of Alternating Projections (MAP). Under an error bound assumption, we prove that both methods converge linearly, with asymptotic constants depending on a parameter of the error bound, and that the one derived for CRM is strictly better than the one for MAP. Next, we analyze two classes of fairly generic examples. In the first one, the angle between the convex sets approaches zero near the intersection, so that the MAP sequence converges sublinearly, but CRM still enjoys linear convergence. In the second class of examples, the angle between the sets does not vanish and MAP exhibits its standard behavior, i.e., it converges linearly, yet, perhaps surprisingly, CRM attains superlinear convergence.
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Cited in
(11)- On the centralization of the circumcentered-reflection method
- A finitely convergent circumcenter method for the convex feasibility problem
- Computable centering methods for spiraling algorithms and their duals, with motivations from the theory of Lyapunov functions
- A successive centralized circumcentered-reflection method for the convex feasibility problem
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