Two generalizations of Dykstra's cyclic projections algorithm

Two generalizations of Dykstra's cyclic projections algorithm

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Article ID: iaor1999891
Country: Netherlands
Volume: 77
Issue: 3
Start Page Number: 335
End Page Number: 355
Publication Date: Jun 1997
Journal: Mathematical Programming
Authors: ,
Keywords: programming: parametric
Abstract:

Dykstra's cyclic projections algorithm allows one to compute best approximations to any point x in a Hilbert space from the intersection C = r1 Ci of a finite number of closed convex sets Ci, by reducing it to a sequence of best approximation problems from the individual sets Ci. Here we present two generalizations of this algorithm. First we allow the number of sets Ci to be infinite rather than finite; secondly, we allow a random, rather than cyclic, ordering of the sets Ci.

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