Alternating Linear Minimization: Revisiting von Neumann's alternating projections
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Publication:6419699
arXiv2212.02933MaRDI QIDQ6419699FDOQ6419699
Authors: Gábor Braun, Sebastian Pokutta, Robert Weismantel 
Publication date: 6 December 2022
Abstract: In 1933 von Neumann proved a beautiful result that one can approximate a point in the intersection of two convex sets by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one has access to projection operators for both sets. In this note, we consider the much weaker setup where we have only access to linear minimization oracles over the convex sets and present an algorithm to find a point in the intersection of two convex sets.
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