Accelerating the alternating projection algorithm for the case of affine subspaces using supporting hyperplanes
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Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30) Best approximation, Chebyshev systems (41A50) Equations and inequalities involving linear operators, with vector unknowns (47A50) Iterative procedures involving nonlinear operators (47J25) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Linear Diophantine equations (11D04) Chains (nests) of projections or of invariant subspaces, integrals along chains, etc. (47A46)
Abstract: The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas: Firstly, each projection onto an affine subspace identifies a hyperplane of codimension 1 containing the intersection, and secondly, it is easy to project onto a finite intersection of such hyperplanes. We give conditions for which our accelerations converge strongly. Finally, we perform numerical experiments to show that these accelerations perform well for a matrix model updating problem.
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Cites work
- scientific article; zbMATH DE number 3973706 (Why is no real title available?)
- scientific article; zbMATH DE number 1009689 (Why is no real title available?)
- scientific article; zbMATH DE number 3230744 (Why is no real title available?)
- Accelerating the convergence of the method of alternating projections
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Cited in
(10)- Improved Algorithms for Alternating Matrix Space Isometry: From Theory to Practice
- Acceleration schemes for the method of alternating projections
- The supporting halfspace-quadratic programming strategy for the dual of the best approximation problem
- Accelerated reflection projection algorithm and its application to the LMI problem
- Accelerating the convergence of the method of alternating projections
- Unconstrained optimization techniques for the acceleration of alternating projection methods
- Secant update generalized version of PSB: a new approach
- A symmetric grouped and ordered multi-secant Quasi-Newton update formula
- Variable target value relaxed alternating projection method
- How to project onto the intersection of a closed affine subspace and a hyperplane
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