Convergence analysis of variants of the averaged alternating modified reflections method
Optimization and Control
2016-09-06 v1
Abstract
This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence rate. Furthermore, under a standard interior-point-like condition, we show that the method has a finite termination property.
Keywords
Cite
@article{arxiv.1609.00862,
title = {Convergence analysis of variants of the averaged alternating modified reflections method},
author = {Shin-ya Matsushita},
journal= {arXiv preprint arXiv:1609.00862},
year = {2016}
}