On the circumcentered-reflection method for the convex feasibility problem

On the circumcentered-reflection method for the convex feasibility problem
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凸可行性问题的外心反射法

DOI:
10.1007/s11075-020-00941-6
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发表时间:
2020
影响因子:
2.1
通讯作者:
Santos, Luiz-Rafael
Santos, Luiz-Rafael
中科院分区:
数学3区
文献类型:
--
作者:
Behling, Roger;Bello-Cruz, Yunier;Santos, Luiz-Rafael

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围绕中心的古老概念最近诞生了围绕反射法(CRM)。CRM最早用于解决涉及仿射子空间的最佳逼近问题。在这种情况下,它被证明优于最负盛名的基于投影的方案,即道格拉斯-拉赫福德方法(DRM)和交替投影方法(MAP)。现在我们证明CRM的收敛性,找到一个点的交集的有限数量的封闭凸集。这一惊人的结果是根据一个合适的产品空间重构,其中一个点在一个封闭的凸集与仿射子空间的交集寻求。事实证明,CRM巧妙地解决了重新制定的问题。我们还表明,在仿射集的CRM迭代总是更接近的解决方案集比MAP和DRM迭代。我们的理论结果和数值实验,表现出出色的性能,建立CRM作为一个强大的工具,解决一般凸可行性问题。
The ancient concept of circumcenter has recently given birth to the circumcentered-reflection method (CRM). CRM was first employed to solve best approximation problems involving affine subspaces. In this setting, it was shown to outperform the most prestigious projection-based schemes, namely, the Douglas-Rachford method (DRM) and the method of alternating projections (MAP). We now prove convergence of CRM for finding a point in the intersection of a finite number of closed convex sets. This striking result is derived under a suitable product space reformulation in which a point in the intersection of a closed convex set with an affine subspace is sought. It turns out that CRM skillfully tackles the reformulated problem. We also show that for a point in the affine set the CRM iteration is always closer to the solution set than both the MAP and DRM iterations. Our theoretical results and numerical experiments, showing outstanding performance, establish CRM as a powerful tool for solving general convex feasibility problems.
DOI: 10.1007/s11075-020-00966-x
发表时间: 2019
影响因子: 2.1
作者:
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通讯作者: Xianfu Wang
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DOI: 10.1007/s10013-020-00417-z
发表时间: 2019
影响因子: 0.8
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DOI: 10.1016/j.orl.2017.11.018
发表时间: 2017
期刊: Oper. Res. Lett.
影响因子: --
作者:
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发表时间: 2016-01-01
影响因子: 3.1
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