Nonasymptotic and asymptotic linear convergence of an almost cyclic SHQP Dykstra's algorithm for polyhedral problems
Optimization and Control
2017-07-12 v1
Abstract
We show that an almost cyclic (or generalized Gauss- Seidel) Dykstra's algorithm which incorporates the SHQP (supporting halfspace- quadratic programming) strategy can achieve nonasymptotic and asymptotic linear convergence for polyhedral problems.
Keywords
Cite
@article{arxiv.1707.03081,
title = {Nonasymptotic and asymptotic linear convergence of an almost cyclic SHQP Dykstra's algorithm for polyhedral problems},
author = {C. H. Jeffrey Pang},
journal= {arXiv preprint arXiv:1707.03081},
year = {2017}
}
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26 pages