A finite steps algorithm for solving convex feasibility problems

DOI10.1007/s10898-006-9088-yzbMath1180.90239OpenAlexW2127777213MaRDI QIDQ2460116

Uwe R. Helmke, John B. Moore, Mustapha Ait Rami

Publication date: 14 November 2007

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-006-9088-y

zbMATH Keywords

linear matrix inequalityeigenvalue problemalternating projections

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (7)

Accelerated reflection projection algorithm and its application to the LMI problem ⋮ Insurance pricing using \(H_{\infty}\)-control ⋮ Single-projection procedure for linear optimization ⋮ Constraint consensus methods for finding strictly feasible points of linear matrix inequalities ⋮ Gradient-type methods: a unified perspective in computer science and numerical analysis ⋮ Generalized projections onto convex sets ⋮ On the finite termination of the Douglas-Rachford method for the convex feasibility problem

Uses Software

• SeDuMi

Cites Work

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• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• On Projection Algorithms for Solving Convex Feasibility Problems
• Semidefinite Programming
• The method of projections for finding the common point of convex sets
• Functional Operators (AM-21), Volume 1

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