A counterexample to De Pierro's conjecture on the convergence of under-relaxed cyclic projections

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Publication:4613982

DOI10.1080/02331934.2018.1474471zbMATH Open1411.90263arXiv1801.03216OpenAlexW2962758704WikidataQ123260088 ScholiaQ123260088MaRDI QIDQ4613982FDOQ4613982


Authors: Vera Roshchina, Andrew Williamson, Roberto Cominetti Edit this on Wikidata


Publication date: 28 January 2019

Published in: Optimization (Search for Journal in Brave)

Abstract: The convex feasibility problem consists in finding a point in the intersection of a finite family of closed convex sets. When the intersection is empty, a best compromise is to search for a point that minimizes the sum of the squared distances to the sets. In 2001, de Pierro conjectured that the limit cycles generated by the varepsilon-under-relaxed cyclic projection method converge when varepsilondownarrow0 towards a least squares solution. While the conjecture has been confirmed under fairly general conditions, we show that it is false in general by constructing a system of three compact convex sets in mathbbR3 for which the varepsilon-under-relaxed cycles do not converge.


Full work available at URL: https://arxiv.org/abs/1801.03216




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