Alternating Linear Minimization: Revisiting von Neumann's alternating projections
Optimization and Control
2026-04-09 v4
Abstract
In 1933 von Neumann proved a beautiful result that one can approximate a point in the intersection of two convex sets by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one has access to projection operators for both sets. In this note, we consider the much weaker setup where we have only access to linear minimization oracles over the convex sets and present an algorithm to find a point in the intersection of two convex sets.
Keywords
Cite
@article{arxiv.2212.02933,
title = {Alternating Linear Minimization: Revisiting von Neumann's alternating projections},
author = {Gábor Braun and Sebastian Pokutta and Robert Weismantel},
journal= {arXiv preprint arXiv:2212.02933},
year = {2026}
}
Comments
20 pages, minor revision, added computational results