The circumcentered-reflection method achieves better rates than alternating projections

نویسندگان

چکیده

We study the convergence rate of Circumcentered-Reflection Method (CRM) for solving convex feasibility problem and compare it with Alternating Projections (MAP). Under an error bound assumption, we prove that both methods converge linearly, asymptotic constants depending on a parameter bound, one derived CRM is strictly better than MAP. Next, analyze two classes fairly generic examples. In first one, angle between sets approaches zero near intersection, so MAP sequence converges sublinearly, but still enjoys linear convergence. second class examples, does not vanish exhibits its standard behavior, i.e., yet, perhaps surprisingly, attains superlinear

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Accelerating the Convergence of the Method of Alternating Projections

The powerful von Neumann-Halperin method of alternating projections (MAP) is an algorithm for determining the best approximation to any given point in a Hilbert space from the intersection of a finite number of subspaces. It achieves this by reducing the problem to an iterative scheme which involves only computing best approximations from the individual subspaces which make up the intersection....

متن کامل

The Rate of Convergence in the Method of Alternating Projections

A generalization of the cosine of the Friedrichs angle between two subspaces to several closed subspaces in a Hilbert space is given. This is used to analyze the rate of convergence in the von Neumann-Halperin method of cyclic alternating projections. General dichotomy theorems are proved, in the Hilbert or Banach space situation, providing conditions under which the alternative QUC/ASC (quick ...

متن کامل

Characterizing arbitrarily slow convergence in the method of alternating projections

Bauschke, Borwein, and Lewis have stated a trichotomy theorem [4, Theorem 5.7.16] that characterizes when the convergence of the method of alternating projections can be arbitrarily slow. However, there are two errors in their proof of this theorem. In this note, we show that although one of the errors is critical, the theorem itself is correct. We give a different proof that uses the multiplic...

متن کامل

On Local Convergence of the Method of Alternating Projections

The method of alternating projections is a classical tool to solve feasibility problems. Here we prove local convergence of alternating projections between subanalytic sets A,B under a mild regularity hypothesis on one of the sets. We show that the speed of convergence is O(k−ρ) for some ρ ∈ (0,∞).

متن کامل

Stochastic Alternating Projections

We show how basic work of Don Burkholder on iterated conditional expectations is intimately connected to a standard tool of scientific computing—Glauber dynamics (also known as the Gibbs sampler). We begin with von Neumann’s alternating projection theorem using an example of Burkholder’s. We then review Burkholder’s theorem. Finally, we introduce Glauber dynamics and show how Burkholder’s theor...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Optimization and Applications

سال: 2021

ISSN: ['0926-6003', '1573-2894']

DOI: https://doi.org/10.1007/s10589-021-00275-6