Linear Convergence of Projection Algorithms

• 成果类型: Article
• 署名作者: Dao, Minh N.; Phan, Hung M.
• 署名单位: University of Newcastle; University of Massachusetts System; University of Massachusetts Lowell
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2018.0942
• 发表日期: 2019
• 页码: 715-738
• 关键词: douglas-rachford algorithm; convex feasibility problems; alternating projections; finite convergence; relaxation method; REGULARITY; collections

摘要

Projection algorithms are well known for their simplicity and flexibility in solving feasibility problems. They are particularly important in practice owing to minimal requirements for software implementation and maintenance. In this work, we study linear convergence of several projection algorithms for systems of finitely many closed sets. The results complement contemporary research on the same topic.