The circumcentered-reflection method achieves better rates than alternating projections

The circumcentered-reflection method achieves better rates than alternating projections
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外心反射方法比交替投影获得更好的速率

DOI:
10.1007/s10589-021-00275-6
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发表时间:
2021
影响因子:
2.2
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:
Arefidamghani, Reza;Behling, Roger;Bello-Cruz, Yunier;Iusem, Alfredo N.;Santos, Luiz-Rafael

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研究了求解凸可行性问题的圆周反射法(CRM)的收敛速度,并与交替投影法(MAP)进行了比较。在误差界的假设下,我们证明了这两种方法线性收敛,渐近常数取决于一个参数的误差界,CRM是严格优于一个MAP。接下来,我们分析两类相当通用的示例。在第一种情况下,凸集之间的夹角在交点附近趋于零,使得MAP序列是次线性收敛的,而CRM序列仍然是线性收敛的。在第二类示例中,集合之间的角度不为零,并且MAP表现出其标准行为,即,它线性收敛,然而,也许令人惊讶的是,CRM达到超线性收敛。
We study the convergence rate of the Circumcentered-Reflection Method (CRM) for solving the convex feasibility problem and compare it with the Method of Alternating Projections (MAP). Under an error bound assumption, we prove that both methods converge linearly, with asymptotic constants depending on a parameter of the error bound, and that the one derived for CRM is strictly better than the one for MAP. Next, we analyze two classes of fairly generic examples. In the first one, the angle between the convex sets approaches zero near the intersection, so that the MAP sequence converges sublinearly, but CRM still enjoys linear convergence. In the second class of examples, the angle between the sets does not vanish and MAP exhibits its standard behavior, i.e., it converges linearly, yet, perhaps surprisingly, CRM attains superlinear convergence.
DOI: 10.1007/s11075-020-00966-x
发表时间: 2019
影响因子: 2.1
作者:
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期刊: Oper. Res. Lett.
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影响因子: 2.2
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