Variable target value relaxed alternating projection method

Variable target value relaxed alternating projection method

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Article ID: iaor20108953
Volume: 47
Issue: 3
Start Page Number: 455
End Page Number: 476
Publication Date: Nov 2010
Journal: Computational Optimization and Applications
Authors: ,
Keywords: alternating optimization
Abstract:

In this paper we propose a modification of the von Neumann method of alternating projection x k+1=P A P B x k where A,B are closed and convex subsets of a real Hilbert space ℋ. If Fix P A P B then any sequence generated by the classical method converges weakly to a fixed point of the operator T=P A P B . If the distance δ=inf xA,yB x-y is known then one can efficiently apply a modification of the von Neumann method, which has the form x k+1=P A (x k +λ k (P A P B x k -x k )) for λ k >0 depending on x k (for details see: Cegielski and Suchocka, SIAM J. Optim. 19:1093–1106, 2008). Our paper contains a generalization of this modification, where we do not suppose that we know the value δ. Instead of δ we apply its approximation which is updated in each iteration.

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