A random direction algorithm for an intersection problem (Q1195959)
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English | A random direction algorithm for an intersection problem |
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A random direction algorithm for an intersection problem (English)
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11 January 1993
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Let \(C_ 1,C_ 2,\dots,C_ p\) be \(p\) closed convex subsets of a Hilbert space \(H\) such that \(\cap^ p C_ i \neq \emptyset\). Let \(P_ i\) denote the projection map of \(H\) onto \(C_ i\). The authors discuss the convergence of the sequence \(x_ n\) generated as follows: starting from any \(x_ 0\in H\), let \(x_ n\) (\(n \in N\)) be defined by \(x_{n+1} = p_ ix_ n\), where \(i \in \{1,2,\dots,p\}\) is chosen randomly. A nonlinear successive overrelaxation type algorithm is established.
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random direction algorithm
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intersection problem
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nonlinear successive overrelaxation algorithm
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Hilbert space
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convergence
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