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arxiv: 1406.4012 · v2 · pith:2EBCXIWGnew · submitted 2014-06-16 · 🧮 math.OC

Accelerating the alternating projection algorithm for the case of affine subspaces using supporting hyperplanes

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keywords affineintersectionontoprojectionaccelerationsalternatinghyperplanesperform
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The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas: Firstly, each projection onto an affine subspace identifies a hyperplane of codimension 1 containing the intersection, and secondly, it is easy to project onto a finite intersection of such hyperplanes. We give conditions for which our accelerations converge strongly. Finally, we perform numerical experiments to show that these accelerations perform well for a matrix model updating problem.

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